A Central Limit Theorem for Sums of Interchangeable Random Variables
Chernoff, H. ; Teicher, H.
Ann. Math. Statist., Tome 29 (1958) no. 4, p. 118-130 / Harvested from Project Euclid
A collection of random variables is defined to be interchangeable if every finite subcollection has a joint distribution which is a symmetric function of its arguments. Double sequences of random variables $X_{nk}, k = 1, 2, \cdots, k_n (\rightarrow \infty), n = 1, 2, \cdots$, interchangeable (as opposed to independent) within rows, are considered. For each $n, X_{n1}, \cdots, X_{n,k_n}$ may (a) have a non-random sum, or (b) be embeddable in an infinite sequence of interchangeable random variables, or (c) neither. In case (a), a theorem is obtained providing conditions under which the partial sums have a limiting normal distribution. Applications to such well-known examples as ranks and percentiles are exhibited. Case (b) is treated elsewhere while case (c) remains open.
Publié le : 1958-03-14
Classification: 
@article{1177706709,
     author = {Chernoff, H. and Teicher, H.},
     title = {A Central Limit Theorem for Sums of Interchangeable Random Variables},
     journal = {Ann. Math. Statist.},
     volume = {29},
     number = {4},
     year = {1958},
     pages = { 118-130},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706709}
}
Chernoff, H.; Teicher, H. A Central Limit Theorem for Sums of Interchangeable Random Variables. Ann. Math. Statist., Tome 29 (1958) no. 4, pp.  118-130. http://gdmltest.u-ga.fr/item/1177706709/