In article <9c0djs$9vs$[EMAIL PROTECTED]>,
Glen Barnett <[EMAIL PROTECTED]> wrote:
>Herman Rubin <[EMAIL PROTECTED]> wrote in message
>9bv951$[EMAIL PROTECTED]">news:9bv951$[EMAIL PROTECTED]...
>> Any good book on probability using measure theory
>> is likely to have the necessary proofs.
>I get the impression he has seen the proof in the case of the MGF,
>and is after a book that gives more explanation of the steps in the
>argument than is usually found.
>[He may well not have any measure theory. He may not have any
>complex variables. That's probably why he's working with MGFs]
I know lots of proofs of the Central Limit Theorem. But I
do not know any using the MGF directly.
The easiest one follows Lindeberg, and shows that there is
a bound on the difference between the cdf and the normal
cdf by a substitution process. It can be given in an
undergraduate course at the "advanced calculus" level.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
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