Some results following from conditional characteristic functions

Demei Yuan and Lan Lei

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 12, 3706-3720

Abstract: The purpose of this article is to derive rigorously some results following from conditional characteristic functions and anticipate that they will prove to be of significant applicability. Specifically, Khintchine weak law of large numbers, Lévy central limit theorem, inversion theorem, uniqueness theorem, characterization of identical distribution, and characterization of independence are all generalized to conditional setup.

Date: 2016
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DOI: 10.1080/03610926.2014.906614

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