A normal limit theorem for power sums of independent random variables

NA Marlow - The Bell System Technical Journal, 1967 - ieeexplore.ieee.org
NA Marlow
The Bell System Technical Journal, 1967ieeexplore.ieee.org
A Normal Limit Theorem for Power Sums of Independent Random Variables Page 1 A Normal
Limit Theorem for Power Sums of Independent Random Variables By NA MARLOW (Manuscript
received June 8, 1967) Suppose that P" = 10 log., [lOY'flO + ... + lOYnfl~, where IX"l is a
sequence of independent random variables, The main result of this paper shows that under very
general conditions on the sequence IX,,\, the power sums P" will be asymptotically normally
distributed, This result supports a commonly used normal approximation, and shows why …
Suppose that where {X n } is a sequence of independent random variables. The main result of this paper shows that under very general conditions on the sequence {X n }, the power sums P n will be asymptotically normally distributed. This result supports a commonly used normal approximation, and shows why many physical quantities obtained by power addition of random variables tend to be normally distributed in dB.
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