Article ID Journal Published Year Pages File Type
1154418 Statistics & Probability Letters 2009 5 Pages PDF
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 Rempała and Wesołowski [Rempała, 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
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