Lindeberg Condition
A Sufficient condition on the Lindeberg-Feller Central Limit Theorem. Given random variates 
, 
,..., let 
, the Variance 
of 
be finite, and Variance of the distributionconsisting of a sum of s
 | (1) |
 | (2) |
 | (3) |
 | (4) |
.See also Feller-Lévy Condition
References
Zabell, S. L. ``Alan Turing and the Central Limit Theorem.'' Amer. Math. Monthly 102, 483-494, 1995.
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