Mathematics – Probability
Scientific paper
2010-06-02
Statistics and Probability Letters 79 (2009) 415--419
Mathematics
Probability
Scientific paper
10.1016/j.spl.2008.09.013
We derive a central limit theorem for sums of a function of independent sums
of independent and identically distributed random variables. In particular we
show that previously known result from Rempa\la and Weso\lowski (Statist.
Probab. Lett. 74 (2005) 129--138), which can be obtained by applying the
logarithm as the function, holds true under weaker assumptions.
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