Re: central limit theorem

["Charles Annis, P.E." <Charles.Annis@StatisticalEngineering.com>]

I have a summary with several animated examples here: http://www.StatisticalEngineering.com/central_limit_theorem.htm

 

Charles Annis, P.E.

Charles.Annis@StatisticalEngineering.com
phone: 561-352-9699
eFax:  614-455-3265
http://www.StatisticalEngineering.com

 

---

From: s-news-owner@lists.biostat.wustl.edu [mailto:s-news-owner@lists.biostat.wustl.edu] On Behalf Of Seth O'Beeth
Sent: Tuesday, September 13, 2005 1:00 PM
To: s-news@lists.biostat.wustl.edu
Subject: [S] central limit theorem

 

Folks:

Please help with quick reference regarding central limit theorem.

It is my undrstanding that

 

If {x[i]} i=1,...,N are iid with bounded moments,

 

and 

y is a mlutivriate normal with vector of means E(y) and variance-covariance matrix S[n,n]

 

then the sums sum(x*y) = x[1]*y[1] + x[2]*y[2] + ...+ x[n] * y[n]

are asymtotically (n->inf) normal.

 

Is this statement correct?

If yes, then can anybody please provide me with reference on some kind of text book or paper or Internet resource?

 

thank you in advance

 

Seth O'Beeth

 

Statistical Consultant