Given a sequence of independent random variates , , ..., if
This means that if the Lindeberg Condition holds for the sequence of variates , ..., then the
Variance of an individual term in the sum of is asymptotically negligible. For such sequences, the
Lindeberg Condition is Necessary as well as Sufficient for the
Lindeberg-Feller Central Limit Theorem to hold.
Zabell, S. L. ``Alan Turing and the Central Limit Theorem.'' Amer. Math. Monthly 102, 483-494, 1995.
© 1996-9 Eric W. Weisstein