Accession Number:

ADA018799

Title:

A Note on Convergence to Mixtures of Normal Distributions,

Descriptive Note:

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

• Rootzen,Holger

Report Date:

1975-12-01

Pagination or Media Count:

11.0

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