Central limit theorems for sub-linear expectation under the Lindeberg condition
Abstract In this paper, we investigate the central limit theorems for sub-linear expectation for a sequence of independent random variables without assumption of identical distribution. We first give a bound on the distance between the normalized sum distribution and G-normal distribution which can...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2018-11-01
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| Series: | Journal of Inequalities and Applications |
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| Online Access: | http://link.springer.com/article/10.1186/s13660-018-1901-x |