Analyzing variance in central limit theorems

Kairat Mynbayev and Gulsim Darkenbayeva
Authors registered in the RePEc Author Service: Kairat T. Mynbaev

MPRA Paper from University Library of Munich, Germany

Abstract: Central limit theorems deal with convergence in distribution of sums of random variables. The usual approach is to normalize the sums to have variance equal to 1. As a result, the limit distribution has variance one. In most papers, existence of the limit of the normalizing factor is postulated and the limit itself is not studied. Here we review some results which focus on the study of the normalizing factor. Applications are indicated.

Keywords: Central limit theorems; convergence in distribution; limit distribution; variance (search for similar items in EconPapers)
JEL-codes: C02 C10 C40 (search for similar items in EconPapers)
Date: 2019
New Economics Papers: this item is included in nep-ecm
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Published in Kazakh Mathematical Journal 3.19(2019): pp. 30-39

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