The usual central theorem uses iid samples.
Are there a generalizing theorem to non-iid samples, using the conditional entropy of each sample given previous ones ?
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1$\begingroup$ Not a duplicate, but very related: stats.stackexchange.com/questions/210669/… $\endgroup$– kjetil b halvorsen ♦Oct 2, 2018 at 11:44
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1$\begingroup$ Yes, Liapounov’s theorem, Lindeberg-Feller theorem. Also have a look at stats.stackexchange.com/questions/91768/… $\endgroup$– user2974951Oct 2, 2018 at 11:47
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