DID YOU KNOW? DTIC has over 3.5 million final reports on DoD funded research, development, test, and evaluation activities available to our registered users. Click
HERE to register or log in.
Accession Number:
AD0641228
Title:
CENTRAL LIMIT THEOREMS FOR WEAKLY STATIONARY SEQUENCES.
Corporate Author:
RESEARCH TRIANGLE INST DURHAM N C
Report Date:
1966-09-01
Abstract:
Analysis of stochastic processes often involves weakly stationary sequences of random variables. The usefulness of central limit theory in inference based upon large samples of independent variables encourages efforts to carry it over to such sequences of dependent variables. The specialization of a theorem of Hoeffding and Robbins to weakly stationary and m-dependent sequences is generalized herein to a wide class of weakly stationary sequences. Various ways of restricting dependence are discussed. Strigent conditions such as strict stationarity and strong mixing are not assumed, so wide applicability is possible. Author
Descriptive Note:
Technical rept.,
Pages:
0022
Contract Number:
DA-31-124-ARO(D)-323
File Size:
0.00MB
