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An example of a stationary, triplewise independent triangular array for which the CLT fails

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Kantorovitz, Miriam

Description

We give an example of a stationary, triplewise independent triangular array of bounded random variables for which the central limit theorem fails. This example is motivated by a problem of sequence comparison in bioinformatics.

CollectionsANU Research Publications
Date published: 2007
Type: Journal article
URI: http://hdl.handle.net/1885/38122
Source: Statistics and Probability Letters
DOI: 10.1016/j.spl.2006.09.002

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