for the Central Limit Theorem 10 - 3 Theorem 10

نویسنده

  • David S. Rosenberg
چکیده

See Durrett (2nd ed) section 2.4b for an equivalent formulation and a proof using characteristic functions. That proof leans on the continuity theorem for characteristic functions, (3.4) on page 99, which in turn relies on the Helly selection theorem (2.5) on page 88. The present approach, due to Lindeberg, is more elementary in that it does not require these tools. But note that the basic idea in both arguments is to estimate the expected value of a smooth function of a sum of independent variables using a Taylor expansion with error bound.

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تاریخ انتشار 2005