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December 1, 1951The Annals of Mathematical Statistics198 citationsOpen Access

A Combinatorial Central Limit Theorem

WHWassily Hoeffding

Key Points

  • This research aims to establish sufficient conditions for the asymptotic normality of sums involving permutations of a random vector.
  • Considered a random vector taking $n!$ permutations of $(1, \, \cdots, \, n)$ with equal probabilities.
  • Developed conditions for the normality of $S_n = \sum^n_{i=1} c_n(i, Y_{ni})$.
  • Explored specific cases where $c_n(i,j) = a_n(i)b_n(j)$ to obtain stronger results.
  • Theorem 3 presents sufficient conditions for asymptotic normality of sums involving random vectors.
  • Theorem 4 extends a result by Wald, Wolfowitz, and Noether in a special case.
  • Theorem 1 simplifies a condition originally proposed by Noether.

Abstract

Let (Y₍₁, , Y₍₍) be a random vector which takes on the n! permutations of (1, , n) with equal probabilities. Let cₙ (i, j), i, j = 1, , n, be n² real numbers. Sufficient conditions for the asymptotic normality of Sₙ = ⁿ₈=₁ cₙ (i, Y₍₈) are given (Theorem 3). For the special case cₙ (i, j) = aₙ (i) bₙ (j) a stronger version of a theorem of Wald, Wolfowitz and Noether is obtained (Theorem 4). A condition of Noether is simplified (Theorem 1).

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Cite This Study

Wassily Hoeffding (1951) studied this question.

synapsesocial.com/papers/6a18f183e0375f9dbfcfefb3https://doi.org/10.1214/aoms/1177729545
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