Lindeberg'S Condition



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What is Lindeberg's condition?

In probability theory, Lindeberg's condition is a sufficient condition (and under certain conditions also a necessary condition) for the central limit theorem (CLT) to hold for a sequence of independent random variables. Unlike the classical CLT, which requires that the random variables in question have finite variance and be both independent and identically distributed, Lindeberg's CLT only requires that they have finite variance, satisfy Lindeberg's condition, and be independent. It is named after the Finnish mathematician Jarl Waldemar Lindeberg.

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central limit theorempropositionstatementstatistical theoremtheoremtheorems in statistictheory


Lindeberg condition

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