A central limit theorem for correlated variables with limited normal or gamma distributions. Issue 21 (2nd November 2019)

• Record Type: Journal Article
• Authors: DeRiggi, Dennis
• Is Part Of: Communications in statistics. Volume 48:Issue 21(2019)
• Page Start: 5213
• Page End: 5222
• Publication Date: 2019-11-02
• Subjects: Limited normal -- gamma -- central limit -- Toeplitz matrix; 60 -- 62; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2018.1536212
• Languages: English
• ISSNs: 0361-0926

Abstract

Abstract: Non-negative limited normal or gamma distributed random variables are commonly used to model physical phenomenon such as the concentration of compounds within gaseous clouds. This paper demonstrates that when a collection of random variables with limited normal or gamma distributions represents a stationary process for which the underlying variables have exponentially decreasing correlations, then a central limit theorem applies to the correlated random variables.