A central limit theorem for correlated variables with limited normal or gamma distributions

Dennis DeRiggi

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 21, 5213-5222

Abstract: Non-negative limited normal or gamma distributed random variables are commonly used to model physical phenomenon such as the concentration of compounds within gaseous clouds. This paper demonstrates that when a collection of random variables with limited normal or gamma distributions represents a stationary process for which the underlying variables have exponentially decreasing correlations, then a central limit theorem applies to the correlated random variables.

Date: 2019
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DOI: 10.1080/03610926.2018.1536212

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