Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

I have a sequence of iid random variables $X_n$ with zero mean and constant variance $\sigma^2_n$. Let $S_n=\sum_{j=1}^{n}{(j-1)X_j}$. In order to prove asymptotic normality I need to prove first Lindeberg's condition.

Can anyone point me to the right direction?

Best regards,

Juan

share|cite|improve this question
3  
Can you write the Lindeberg's condition? – Davide Giraudo Dec 6 '11 at 19:49

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.