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Original Articles

Normal Approximation to Linear Combinations of Independently Distributed Random Variables

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Pages 140-144 | Received 01 Mar 1979, Published online: 06 Jul 2007
 

Abstract

A general method for determining the minimum number of independently distributed random variables needed in a linear combination to allow the distribution of the linear combination to be adequately approximated by the normal distribution is developed. The method is based on the convergence of linear combination third and fourth moments to their respective normal distribution equivalents.

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