Accession Number : ADA018799

Title :   A Note on Convergence to Mixtures of Normal Distributions,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s) : Rootzen,Holger

Report Date : DEC 1975

Pagination or Media Count : 11

Abstract : Double arrays of random variables obtained by normalizing a sequence that is asymptotically close to a martingale difference sequence are considered, and conditions ensuring that the row sums converge in distribution to a mixture of normal distributions are found. The main condition is that the sums of squares in each row converge in probability to a random variable.

Descriptors :   *Normal density functions, *Convergence, Random variables, Inequalities, Theorems

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE