prove that sisisk (-))) converges in distribution to the k-dimensional normal distribution with mean vector zero and
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prove that sisisk (-))) converges in distribution to the k-dimensional normal distribution with mean vector zero and covariance matrix (g). Hint Recall Exercise 8.5.6.
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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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