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A central limit theorem for correlated variables with limited normal or gamma distributions

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  • Dennis DeRiggi

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.

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  • Dennis DeRiggi, 2019. "A central limit theorem for correlated variables with limited normal or gamma distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(21), pages 5213-5222, November.
    • Handle: RePEc:taf:lstaxx:v:48:y:2019:i:21:p:5213-5222
    DOI: 10.1080/03610926.2018.1536212
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