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Multiple comparisons and sums of dissociated random variables

Published online by Cambridge University Press:  01 July 2016

A. D. Barbour and
G. K. Eagleson
A. D. Barbour*
Affiliation:
Gonville and Caius College, Cambridge
G. K. Eagleson*
Affiliation:
CSIRO Division of Mathematics and Statistics
*
∗ Present address: Institut für Angewandte Mathematik, Universität Zürich, Rämistrasse 74, 8001 Zürich, Switzerland.
∗∗ Postal address: CSIRO Division of Mathematics and Statistics, P.O. Box 218, Lindfield, NSW 2070, Australia.
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Abstract

Sufficient conditions for a sum of dissociated random variables to be approximately normally distributed are derived. These results generalize the central limit theorem for U-statistics and provide conditions which can be verified in a number of applications. The method of proof is that due to Stein (1970).

Keywords

CENTRAL LIMIT THEOREMRANDOM GRAPHS

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 17 , Issue 1 , March 1985, pp. 147 - 162
Copyright
Copyright © Applied Probability Trust 1985 

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