Asymptotic distribution of independent random vectors given their sum

2017/11/27 by Dimbihery Rabenoro, Rabenoro, Dimbihery
Computer Science · Decision Sciences · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and statistical mechanics #math.PR

paper · pdf · doi:10.48550/arxiv.1711.09994

openalex publication_date 2017/11/27 · arxiv created 2022/01/15 · arxiv updated 2022/01/19 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper we present a conditional principle of Gibbs type for independent nonidentically distributed random vectors. We obtain this result by performing Edgeworth expansions for densities of sums of independent random vectors.

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