释义 |
Feller-Lévy ConditionGiven a sequence of independent random variates , , ..., if and
then
This means that if the Lindeberg Condition holds for the sequence of variates , ..., then theVariance of an individual term in the sum of is asymptotically negligible. For such sequences, theLindeberg Condition is Necessary as well as Sufficient for the Lindeberg-Feller Central Limit Theorem to hold. References
Zabell, S. L. ``Alan Turing and the Central Limit Theorem.'' Amer. Math. Monthly 102, 483-494, 1995.
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