Failure of the Lindeberg condition does not preclude asymptotic normality. Let be Lid with E Y-QEY-1;let (2,1
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Failure of the Lindeberg condition does not preclude asymptotic normality. Let be Lid with E Y-QEY-1;let (2,1 be independent with PIZ,-)- 1/2 PIZ-0-1-(1) and (2) independent of (Y). Prove that if X.- +Z S-X, then SN, and the Lindeberg condition cannot hold. Explain why this does not contravene Theorem
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Related Book For 
Probability Theory Independence Interchangeability Martingales
ISBN: 9780387406077
3rd Edition
Authors: Yuan Shih Chow, Henry Teicher
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