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Hypothesis to guarantee Lindeberg's condition
Imagine to have a set of random variables $\{ X_i \}_{i=1}^{n}$ independent (Non identically distributed). In these scenario, if the Lindeberg's condition hold we can extend the result of the CLT, i.e....
- 305
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Asymptotic scaling of mean and variance for the norm of random vector (non gaussian components)
The norm of a vector whoose components $X_i$ are normally distributed follows the Non-central chi distribution and it can be shown that, increasing the number of components $k$ (i.e. the dimension of ...
- 305