Some results following from conditional characteristic functions |
| |
| Authors: | Demei Yuan Lan Lei |
| |
| Affiliation: | 1. School of Mathematics and Statistics, Chongqing Technology and Business University, Chongqing, PR Chinayuandemei@163.com;3. School of Mathematics and Statistics, Chongqing Technology and Business University, Chongqing, PR China |
| |
| Abstract: | ABSTRACTThe purpose of this article is to derive rigorously some results following from conditional characteristic functions and anticipate that they will prove to be of significant applicability. Specifically, Khintchine weak law of large numbers, Lévy central limit theorem, inversion theorem, uniqueness theorem, characterization of identical distribution, and characterization of independence are all generalized to conditional setup. |
| |
| Keywords: | Conditional central limit theorem Conditional characteristic function Conditionally identical distribution Conditional independence Conditional inversion theorem Conditional uniqueness theorem Conditional weak law of large numbers. |
|
|
