TOW PROBABILITY LIMIT THEOREMS AND AN APPLICATION,

Abstract

A necessary and sufficient condition that the limit distribution of a log-normal random variable be normal as the mean becomes large is presented. A similar result for the non-central chi-square random variable is also included. A set of sufficient conditions, following some recent work of Trotter's, is given for the limit normality, without assuming moments, for a class of distributions depending on a continuous parameter that tends to infinity. Application of these results to some .ansformations in the analysis of variance when the mean values are large is indicated. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1961
Accession Number
AD0618787

Entities

People

  • M. M. Rao

Organizations

  • Carnegie Institute of Technology

Tags

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Computing-Related Activities
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Normality
  • Probability
  • Probability Distributions
  • Random Variables

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Statistical inference.