Accession Number : AD0618787

Title :   TOW PROBABILITY LIMIT THEOREMS AND AN APPLICATION,

Corporate Author : CARNEGIE INST OF TECH PITTSBURGH PA

Personal Author(s) : Rao,M. M.

Report Date : 1961

Pagination or Media Count : 9

Abstract : A necessary and sufficient condition that the limit distribution of a log-normal random variable be normal as the mean becomes large is presented. A similar result for the non-central chi-square random variable is also included. A set of sufficient conditions, following some recent work of Trotter's, is given for the limit normality, without assuming moments, for a class of distributions depending on a continuous parameter that tends to infinity. Application of these results to some .ansformations in the analysis of variance when the mean values are large is indicated. (Author)

Descriptors :   (*DISTRIBUTION THEORY, PROBABILITY), (*PROBABILITY, DISTRIBUTION THEORY), TRANSFORMATIONS(MATHEMATICS), ANALYSIS OF VARIANCE, STOCHASTIC PROCESSES, THEOREMS

Distribution Statement : APPROVED FOR PUBLIC RELEASE