THE LOCAL LIMIT THEOREM: A HISTORICAL PERSPECTIVE

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MCDONALD D.R.

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Journal: JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS) Year:2005 | Volume:4 | Issue:2 Page(s): 73-86

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Title

THE LOCAL LIMIT THEOREM: A HISTORICAL PERSPECTIVE

Author(s)

MCDONALD D.R. | Issue Writer Certificate

Keywords

HISTORICAL STUDYQ4

LOCAL LIMIT THEOREMQ4

Abstract

The LOCAL LIMIT THEOREM describes how the density of a sum of random variables follows the normal curve. However the LOCAL LIMIT THEOREM is often seen as a curiosity of no particular importance when compared with the central limit theorem. Nevertheless the LOCAL LIMIT THEOREM came first and is in fact associated with the foundation of probability theory by Blaise Pascal and Pierre de Fermat and was originally formalized by Jakob Bernoulli, Abraham DeMoivre and Pierre-Simon Laplace.Here we describe the historical roots of the LOCAL LIMIT THEOREM. We describe how it was supplanted by the central limit theorem in applications. Then we review the revival started by B. V. Gnedenko and we describe modern developments.

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APA: Copy

MCDONALD, D.R.. (2005). THE LOCAL LIMIT THEOREM: A HISTORICAL PERSPECTIVE. JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS), 4(2), 73-86. SID. https://sid.ir/paper/117867/en

Vancouver: Copy

MCDONALD D.R.. THE LOCAL LIMIT THEOREM: A HISTORICAL PERSPECTIVE. JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS)[Internet]. 2005;4(2):73-86. Available from: https://sid.ir/paper/117867/en

IEEE: Copy

D.R. MCDONALD, “THE LOCAL LIMIT THEOREM: A HISTORICAL PERSPECTIVE,” JOURNAL OF THE IRANIAN STATISTICAL SOCIETY (JIRSS), vol. 4, no. 2, pp. 73–86, 2005, [Online]. Available: https://sid.ir/paper/117867/en

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