Central Limit Theorem/Conditions

Conditions under which Central Limit Theorem holds

The Central Limit Theorem holds under the following conditions:

  • The variance of any one of the contributory random variables does not dominate.
  • The samples are not from the Cauchy distribution, as from Cauchy Distribution has no Finite Moments, the Cauchy distribution has no expectation.


Sources

  • 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): central limit theorem
  • 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): central limit theorem
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