Lindeberg–Feller central limit theorem

E174594

The Lindeberg–Feller central limit theorem is a general form of the central limit theorem that provides conditions under which sums of independent, not necessarily identically distributed random variables converge in distribution to a normal law.

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Predicate Object
instanceOf central limit theorem
probability theorem
addresses heterogeneous variance structures in sums of random variables
appliesTo independent random variables
not necessarily identically distributed random variables
assumes finite variances of the random variables
independence within each row of the triangular array
characterizes when the normalized sum converges to a standard normal distribution
concerns standardization by mean and variance
conclusion normalized sums converge in distribution to a normal distribution
contrastsWith central limit theorems requiring identical distribution
describes convergence in distribution of sums of independent random variables
ensures no single term dominates the sum in the limit
equivalentTo Lindeberg condition plus variance normalization for convergence to normal law
field mathematical statistics
probability theory
generalizes Lyapunov central limit theorem
classical central limit theorem
guarantees Gaussian limit for properly normalized sums
hasVersion Lindeberg–Feller central limit theorem self-linksurface differs
surface form: Lindeberg–Feller theorem for independent but not identically distributed sequences

Lindeberg–Feller central limit theorem self-linksurface differs
surface form: Lindeberg–Feller theorem for triangular arrays
implies under Lindeberg condition the central limit theorem holds for the array
mathematicalDomain real-valued random variables
namedAfter Jarl Waldemar Lindeberg
William Feller
provides necessary and sufficient conditions for central limit behavior in triangular arrays
relatedTo Berry–Esseen theorem
Lyapunov condition
law of large numbers
requires variance of the sum to diverge to infinity
topic asymptotic distribution of sums
typeOf limit theorem
usedFor establishing robustness of normal approximation under weak conditions
proving asymptotic normality of sample means under non-identical distributions
usedIn asymptotic analysis of estimators
econometrics
stochastic process theory
theoretical statistics
usesConcept triangular array of random variables
usesCondition Lindeberg–Feller central limit theorem self-linksurface differs
surface form: Lindeberg condition

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Referenced by (12)

Full triples — surface form annotated when it differs from this entity's canonical label.

Berry–Esseen theorem relatedTo Lindeberg–Feller central limit theorem
Aleksandr Lyapunov notableWork Lindeberg–Feller central limit theorem
this entity surface form: Lyapunov central limit theorem
Jarl Waldemar Lindeberg notableFor Lindeberg–Feller central limit theorem
this entity surface form: Lindeberg condition
Jarl Waldemar Lindeberg notableFor Lindeberg–Feller central limit theorem
Jarl Waldemar Lindeberg notableIdea Lindeberg–Feller central limit theorem
this entity surface form: Lindeberg condition for the central limit theorem
Jarl Waldemar Lindeberg contributedTo Lindeberg–Feller central limit theorem
this entity surface form: central limit theorem
Jarl Waldemar Lindeberg hasNotableConceptNamedAfter Lindeberg–Feller central limit theorem
this entity surface form: Lindeberg condition
Jarl Waldemar Lindeberg hasNotableConceptNamedAfter Lindeberg–Feller central limit theorem
this entity surface form: Lindeberg–Feller theorem
Lindeberg–Feller central limit theorem usesCondition Lindeberg–Feller central limit theorem self-linksurface differs
this entity surface form: Lindeberg condition
Lindeberg–Feller central limit theorem hasVersion Lindeberg–Feller central limit theorem self-linksurface differs
this entity surface form: Lindeberg–Feller theorem for triangular arrays
Lindeberg–Feller central limit theorem hasVersion Lindeberg–Feller central limit theorem self-linksurface differs
this entity surface form: Lindeberg–Feller theorem for independent but not identically distributed sequences
Lindeberg knownFor Lindeberg–Feller central limit theorem
subject surface form: Jarl Waldemar Lindeberg