On convergence of the distributions of statistics with random sample sizes to normal variance-mean mixtures

arXiv1410.1518MaRDI QIDQ6255262FDOQ6255262

Authors: V. Yu. Korolev, Alexander I. Zejfman 

Publication date: 4 October 2014

Abstract: We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and sufficient conditions for the convergence of randomly indexed random sequences. Special attention is paid to the case where the elements of the basic double array are formed as statistics constructed from samples with random sizes. Under rather natural conditions we prove the theorem on convergence of the distributions of such statistics to normal variance-mean mixtures.

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