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Asymptotics for sums of a function of normalized independent sums

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  • Kosinski, Kamil

Abstract

We derive a central limit theorem for sums of a function of independent sums of independent and identically distributed random variables. In particular, we show that previously known result from Rempala and Wesolowski [Rempala, G., Wesolowski, J., 2005. Asymptotics for products of independent sums with an application to Wishart determinants. Statist. Probab. Lett. 74 129-138], which can be obtained by applying the logarithm as the function, holds true under weaker assumptions.

Suggested Citation

  • Kosinski, Kamil, 2009. "Asymptotics for sums of a function of normalized independent sums," Statistics & Probability Letters, Elsevier, vol. 79(4), pages 415-419, February.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:4:p:415-419
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    References listed on IDEAS

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    1. Rempala, Grzegorz & Wesolowski, Jacek, 2005. "Asymptotics for products of independent sums with an application to Wishart determinants," Statistics & Probability Letters, Elsevier, vol. 74(2), pages 129-138, September.
    2. Lu, Xuewen & Qi, Yongcheng, 2004. "A note on asymptotic distribution of products of sums," Statistics & Probability Letters, Elsevier, vol. 68(4), pages 407-413, July.
    3. Qi, Yongcheng, 2003. "Limit distributions for products of sums," Statistics & Probability Letters, Elsevier, vol. 62(1), pages 93-100, March.
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