On the central limit theorem
- 1 July 1944
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1944 (3-4) , 139-153
- https://doi.org/10.1080/03461238.1944.10404925
Abstract
If X and Y are mutually independent random variables whith the d. f. 1 Distribution function(s) View all notes F 1(χ) and F 2(χ), it is known 2 CRAMÉR (1), p. 35. View all notes that the sum X + Y has the d. f. F 2(χ), defined as the convolution where the integrals are Lebesgue-Stiltjes integrals. One uses the abbreviation More generally the sum X 1 + X 2 + … + X n of n mutually independent random variables with the d. f. 1 Distribution function(s) View all notes F 1(χ), F 2(χ) , … , F n has the d. f.Keywords
This publication has 2 references indexed in Scilit:
- The accuracy of the Gaussian approximation to the sum of independent variatesTransactions of the American Mathematical Society, 1941
- Eine neue Herleitung des Exponentialgesetzes in der WahrscheinlichkeitsrechnungMathematische Zeitschrift, 1922