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.

All labels observed (9)

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Statements (40)

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 theorem for independent but not identically distributed sequences ⓘ
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 condition ⓘ

How these facts were elicited

Referenced by (17)

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 → Lyapunov central limit theorem ⓘ
linked to: Lindeberg–Feller central limit theorem
Jarl Waldemar Lindeberg → notableFor → Lindeberg condition ⓘ
linked to: Lindeberg–Feller central limit theorem
Jarl Waldemar Lindeberg → notableFor → Lindeberg–Feller central limit theorem ⓘ
Jarl Waldemar Lindeberg → notableIdea → Lindeberg condition for the central limit theorem ⓘ
linked to: Lindeberg–Feller central limit theorem
Jarl Waldemar Lindeberg → contributedTo → central limit theorem ⓘ
linked to: Lindeberg–Feller central limit theorem
Jarl Waldemar Lindeberg → hasNotableConceptNamedAfter → Lindeberg condition ⓘ
linked to: Lindeberg–Feller central limit theorem
Jarl Waldemar Lindeberg → hasNotableConceptNamedAfter → Lindeberg–Feller theorem ⓘ
linked to: Lindeberg–Feller central limit theorem
Lindeberg–Feller central limit theorem → usesCondition → Lindeberg condition ⓘ
linked to: Lindeberg–Feller central limit theorem
Lindeberg–Feller central limit theorem → hasVersion → Lindeberg–Feller theorem for triangular arrays ⓘ
linked to: Lindeberg–Feller central limit theorem
Lindeberg–Feller central limit theorem → hasVersion → Lindeberg–Feller theorem for independent but not identically distributed sequences ⓘ
linked to: Lindeberg–Feller central limit theorem
Jarl Waldemar Lindeberg → knownFor → Lindeberg–Feller central limit theorem ⓘ
subject linked to: Lindeberg
William Feller → notableWork → Lindeberg–Feller central limit theorem ⓘ
William Feller → knownFor → Lindeberg–Feller central limit theorem ⓘ
Lyapunov central limit theorem → comparedTo → Lindeberg–Feller central limit theorem ⓘ
Lyapunov condition → strongerThan → Lindeberg condition ⓘ
linked to: Lindeberg–Feller central limit theorem
Lyapunov condition → comparedTo → Lindeberg–Feller condition ⓘ
linked to: Lindeberg–Feller central limit theorem