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On the compatibility of Dyson's conditions

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  • Berenhaut, Kenneth S.
  • Chen, Donghui
  • Tran, Vy

Abstract

This short note adds to the existing knowledge on interpretation of the concept of kurtosis with regard to density crossing points. Local limit theorems are employed to show that, in the skew case, the conditions of a well-known theorem of Dyson cannot hold concurrently for standardized sums of independent and identically distributed random variables, for sufficiently large samples. A binomial example is considered.

Suggested Citation

  • Berenhaut, Kenneth S. & Chen, Donghui & Tran, Vy, 2008. "On the compatibility of Dyson's conditions," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 3110-3113, December.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:17:p:3110-3113
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    References listed on IDEAS

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    1. L. Wade, 1988. "Review," Public Choice, Springer, vol. 58(1), pages 99-100, July.
    2. Finner, Helmut & Roters, Markus & Dickhaus, Thorsten, 2007. "Characterizing Density Crossing Points," The American Statistician, American Statistical Association, vol. 61, pages 28-33, February.
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