A New Proof of Central Limit Theorem for i.i.d. Random Variables
Central limit theorem (CLT) has long and widely been known as a fundamental result in probability theory. In this note, we give a new proof of CLT for independent identically distributed (i.i.d.) random variables. Our main tool is the viscosity solution theory of partial differential equation (PDE).
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Wiley
2013-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/294910 |
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| _version_ | 1832559998209622016 |
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| author | Zhaojun Zong Feng Hu |
| author_facet | Zhaojun Zong Feng Hu |
| author_sort | Zhaojun Zong |
| collection | DOAJ |
| description | Central limit theorem (CLT) has long and widely been known as a fundamental result in probability theory. In this note, we give a new proof of CLT for independent identically distributed (i.i.d.) random variables. Our main tool is the viscosity solution theory of partial differential equation (PDE). |
| format | Article |
| id | doaj-art-c79b30502ba24c9a9047552c5c73fcf5 |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-c79b30502ba24c9a9047552c5c73fcf52025-02-03T01:28:48ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/294910294910A New Proof of Central Limit Theorem for i.i.d. Random VariablesZhaojun Zong0Feng Hu1School of Mathematical Sciences, Qufu Normal University, Qufu, Shandong 273165, ChinaSchool of Mathematical Sciences, Qufu Normal University, Qufu, Shandong 273165, ChinaCentral limit theorem (CLT) has long and widely been known as a fundamental result in probability theory. In this note, we give a new proof of CLT for independent identically distributed (i.i.d.) random variables. Our main tool is the viscosity solution theory of partial differential equation (PDE).http://dx.doi.org/10.1155/2013/294910 |
| spellingShingle | Zhaojun Zong Feng Hu A New Proof of Central Limit Theorem for i.i.d. Random Variables Abstract and Applied Analysis |
| title | A New Proof of Central Limit Theorem for i.i.d. Random Variables |
| title_full | A New Proof of Central Limit Theorem for i.i.d. Random Variables |
| title_fullStr | A New Proof of Central Limit Theorem for i.i.d. Random Variables |
| title_full_unstemmed | A New Proof of Central Limit Theorem for i.i.d. Random Variables |
| title_short | A New Proof of Central Limit Theorem for i.i.d. Random Variables |
| title_sort | new proof of central limit theorem for i i d random variables |
| url | http://dx.doi.org/10.1155/2013/294910 |
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