Re: central limit theorem

In article <Zdqif.9671$F73.2193@trnddc03>, TCL <tlim1@xxxxxxxxxxx> wrote:
>Let X_i be exponentially distributed with mean 10+(i/10), i=1,2,.......
>Does the central limit theorem apply in this case? In other word, can one
>say that Sum_{i=1}^n X_i is approximately normal, if n is large?

If the X_i are distributed as k_i times a random variable
with finite variance, all one needs is that

k_n/sqrt(\sum^n k_i^2) -> 0

and

\sum^\infty k_i^2 = \infty.



--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Department of Statistics, Purdue University
hrubin@xxxxxxxxxxxxxxx Phone: (765)494-6054 FAX: (765)494-0558
.

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