The Central Limit Theorem is a statistical concept applied to large data distributions. It says that as you randomly sample data from a distribution, the means and standard deviations of the samples ...

This is a preview. Log in through your library . Abstract Through the study of a simple embedded martingale we obtain an extension of the Kesten-Stigum theorem and prove a central limit theorem for ...

For random samples of size n obtained from p-variate normal distributions, we consider the classical likelihood ratio tests (LRT) for their means and covariance matrices in the high-dimensional ...