Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154418 | Statistics & Probability Letters | 2009 | 5 Pages |
Abstract
We derive a central limit theorem for sums of a function of independent sums of independent and identically distributed random variables. In particular, we show that previously known result from RempaÅa and WesoÅowski [RempaÅa, G., Wesolowski, J., 2005. Asymptotics for products of independent sums with an application to Wishart determinants. Statist. Probab. Lett. 74 129-138], which can be obtained by applying the logarithm as the function, holds true under weaker assumptions.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Kamil KosiÅski,