Re:The Central Limit Theorem and Its Misuse
by bobbyd2323 on Monday December 30, 2019 @12:50PM
(#21915224)
There are MANY CLTs. In general there is a memory-moment trade-off in assumptions for a given CLT. For example, you can relax the iid assumption to allow dependence between observations, such as a mixing condition, with the cost being you need a little bit stronger moment condition where the moment condition is a function of the mixing condition - more dependence (up to a point) requires a stronger moment.
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