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A central limit theorem for independent summands with infinite variances

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Abstract

A central limit theorem for independent summands having variances tending to infinity at a certain rate is obtained. This result is extended to the cases where the sample size is random and where the random variables are vector-valued.

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Communicated by Dr. S. M. Shah,f.a.sc.

This research was supported by the National Science Foundation Grant NSF-GP 7847.

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Govindarajulu, Z. A central limit theorem for independent summands with infinite variances. Proc. Indian Acad. Sci. 78, 89–99 (1973). https://doi.org/10.1007/BF03048130

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  • DOI: https://doi.org/10.1007/BF03048130

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