A Weighted Central Limit Theorem Under Sublinear Expectations
A Weighted Central Limit Theorem Under Sublinear Expectations
Abstract In this article, we investigate a central limit theorem for weighted sum of independent random variables under sublinear expectations. It is turned out that our results are natural extensions of the results obtained by Peng (Citation2008) and Li and Shi (Citation2010). Keywords: Central limit theoremG-distributedSublinear expectationsWeighted sum of independent …