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单词 CramerWoldTheorem
释义

Cramér-Wold theorem


Let

X¯n=(Xn1,,Xnk)andX¯=(X1,,Xk)

be random vectors. Then X¯n converges to X¯ in distributionPlanetmathPlanetmath (http://planetmath.org/ConvergenceInDistribution) if and only if

i=1ktiXnin𝐷i=1ktiXi.

for each (t1,,tk)k. That is, if every linear combinationMathworldPlanetmath of the coordinatesPlanetmathPlanetmath of X¯n converges in distribution to the correspondent linear combination of coordinates of X¯.

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更新时间:2025/5/4 7:16:09