On the compatibility of Dyson's conditions

This short note adds to the existing knowledge on interpretation of the concept of kurtosis with regard to density crossing points. Local limit theorems are employed to show that, in the skew case, the conditions of a well-known theorem of Dyson cannot hold concurrently for standardized sums of independent and identically distributed random variables, for sufficiently large samples. A binomial example is considered.

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Year of publication:	2008
Authors:	Berenhaut, Kenneth S. ; Chen, Donghui ; Tran, Vy
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 17, p. 3110-3113
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319535