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mdou
  • Member for 3 years, 5 months
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CLT for a converging array of random variables
None of $X_1,\ldots,X_k$ has actually to be normally distributed let alone jointly. But since they are i.i.d. they will satisfy CLT.
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CLT for a converging array of random variables
I see. Excellent. Thank you very much for this answer.
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CLT for a converging array of random variables
sorry. I forgot to say that $r_n=o(n)$.
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