Timeline for Convergence in distribution of sum of random variables
Current License: CC BY-SA 4.0
6 events
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Jun 16, 2020 at 15:58 | comment | added | Celine Harumi | @dshirodkar thanks for your answer! Unfortunately, you argued about a specific case. It is not sufficient. | |
Jun 16, 2020 at 15:14 | comment | added | whuber♦ | On the contrary, the OP states the limiting distribution of the sum does not (necessarily) equal the sum of the limiting distributions. This is not an expression of ignorance: it's a condition that you appear implicitly to reject, which makes your answer only narrowly applicable. | |
Jun 16, 2020 at 14:54 | comment | added | dshirodkar | Why do you say it ruins the question? OP's curiosity was around the question of when one doesn't know the limiting distribution, can one still prove the existence of such a limiting distribution. | |
Jun 16, 2020 at 14:12 | comment | added | whuber♦ | Doesn't your initial assumption of independence ruin the question? The interest lies in sequences that are not independent. | |
Jun 16, 2020 at 9:30 | history | edited | dshirodkar | CC BY-SA 4.0 |
added 42 characters in body
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Jun 16, 2020 at 9:14 | history | answered | dshirodkar | CC BY-SA 4.0 |