Let X, X1, X2, … be a sequence of nondegenerate, independent and identically distributed random variables and set Sn = X1 + ⋯ + Xn, V2n = X21 + ⋯ + X2n. We answer a question of Götze, Giné and Mason by providing a simple necessary and sufficient condition for tightness of Sn/Vn.
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty