Lyapunov central limit theorem

E683053

The Lyapunov central limit theorem is a version of the central limit theorem that provides sufficient moment conditions under which the normalized sum of independent (not necessarily identically distributed) random variables converges in distribution to a normal law.

All labels observed (1)

Label Occurrences
Lyapunov central limit theorem canonical 1

How this entity was disambiguated

Statements (35)

Predicate Object
instanceOf central limit theorem variant
probability theorem
appliesTo independent random variables
not necessarily identically distributed random variables
assumption Lyapunov condition on higher moments NERFINISHED
existence of moments of order 2 plus delta
independence of summands
category asymptotic theorems
theorems in probability theory
comparedTo Lindeberg–Feller central limit theorem NERFINISHED
conclusion asymptotic normality of sums
normalized sum converges in distribution to a normal distribution
ensures Gaussian limit for sums under moment bounds
field probability theory
formalizes conditions for normal approximation of independent sums
generalizes classical central limit theorem for i.i.d. variables
hasCondition Lyapunov condition with parameter delta greater than 0
hasFormulation in terms of normalized centered sums
historicalPeriod late 19th century mathematics
implies standardized sum converges to standard normal distribution
namedAfter Aleksandr Lyapunov NERFINISHED
provides sufficient conditions for central limit behavior
relatedTo Berry–Esseen theorem NERFINISHED
law of large numbers NERFINISHED
moment conditions in probability theory
requires finite variance of each summand
non-degenerate limiting variance
strongerThan Lindeberg central limit theorem in terms of moment assumptions
topic convergence in distribution
normal approximation
triangular arrays of random variables
typeOf limit theorem
usedIn asymptotic statistics
error analysis of sums of independent variables
theoretical justification of normal approximations

How these facts were elicited

Referenced by (1)

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

Lindeberg–Feller central limit theorem generalizes Lyapunov central limit theorem