Filomat 2012 Volume 26, Issue 4, Pages: 713-717
https://doi.org/10.2298/FIL1204713S
Full text ( 57 KB)
Cited by
A central limit theorem for randomly indexed m-dependent random variables
Shang Yilun (Institute for Cyber Security, University of Texas at San Antonio, Texas , USA)
In this note, we prove a central limit theorem for the sum of a random number
Nn of m-dependent random variables. The sequence Nn and the terms in the sum
are not assumed to be independent. Moreover, the conditions of the theorem
are not stringent in the sense that a simple moving average sequence serves
as an example.
Keywords: Central limit theorem, dependent random variables, stationary sequence