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In [[mathematical statistics]], '''Cramér's theorem''' (or '''Cramér’s decomposition theorem''') is one of several theorems of [[Harald Cramér]], a [[Sweden|Swedish]] [[statistician]] and [[probabilist]]. | |||
== Normal random variables == | |||
Cramér's theorem is the result that if ''X'' and ''Y'' are [[independence (probability theory)|independent]] [[real line|real-valued]] [[random variable]]s whose sum ''X'' + ''Y'' is a [[normal distribution|normal random variable]], then both ''X'' and ''Y'' must be normal as well. By [[mathematical induction|induction]], if any finite sum of independent real-valued random variables is normal, then the summands must all be normal. | |||
Thus, while the normal distribution is [[Infinite divisibility (probability)|infinitely divisible]], it can ''only'' be decomposed into normal distributions (if the summands are independent). | |||
Contrast with the [[central limit theorem]], which states that the average of independent identically distributed random variables with finite mean and variance is ''asymptotically'' normal. Cramér's theorem shows that a finite average is not normal, unless the original variables were normal. | |||
== Large deviations == | |||
'''Cramér's theorem''' may also refer to another result of the same mathematician concerning the partial sums of a sequence of [[iid|independent, identically distributed]] random variables, say ''X''<sub>1</sub>, ''X''<sub>2</sub>, ''X''<sub>3</sub>, …. It is well known, by the [[law of large numbers]], that in this case the sequence | |||
:<math>\left(\frac{\sum_{k=1}^n X_k}{n}\right)_{n\in \mathbb N}</math> | |||
converges in probability to the [[mean]] of the probability distribution of ''X<sub>k</sub>''. Cramér's theorem in this sense states that the probabilities of "[[Large deviations theory|large deviations]]" away from the mean in this sequence [[exponential decay|decay exponentially]] with the '''[[Rate function|rate]]''' given by the ''Cramér function'', which is the [[Legendre transformation|Legendre transform]] of the [[cumulant]]-generating function of ''X<sub>k</sub>''. | |||
==Slutsky's theorem== | |||
[[Slutsky’s theorem]] is also attributed to [[Harald Cramér]].<ref>[[Slutsky's theorem]] is also called [[Harald Cramér|Cramér]]’s theorem according to Remark 11.1 (page 249) of Allan Gut. ''A Graduate Course in Probability.'' Springer Verlag. 2005.</ref> This theorem extends some properties of algebraic operations on [[Limit of a sequence|convergent sequences]] of [[real number]]s to sequences of [[random variable]]s. | |||
== See also == | |||
* [[Asymptotic equipartition property]] | |||
* [[Cochran's theorem]], on decomposing sum of squares of normal distributions | |||
* [[Indecomposable distribution]], on decomposability | |||
* [[Raikov's theorem]], on the decomposition of Poisson distributions | |||
* [[Infinite divisibility (probability)]] | |||
==References== | |||
<references/> | |||
* {{cite journal | |||
| last = Cramér | |||
| first = Harald | |||
| authorlink=Harald Cramér | |||
| title = Über eine Eigenschaft der normalen Verteilungsfunktion | |||
| journal = Mathematische Zeitschrift | |||
| volume = 41 | |||
| year = 1936 | |||
| issue = 1 | |||
| pages = 405–414 | |||
| language = German | |||
| doi = 10.1007/BF01180430 | |||
| mr = 1545629 | |||
}} | |||
* {{cite journal | |||
| last = Cramér | |||
| first = Harald | |||
| authorlink=Harald Cramér | |||
| title = Sur un nouveau théorème-limite de la théorie des probabilités | |||
| journal = Actualités Scientifiques et Industrielles | |||
| volume = 736 | |||
| year = 1938 | |||
| pages = 5–23 | |||
| language = French | |||
}} | |||
* {{cite journal | |||
| last1 = Fan | |||
| first1 = X. | |||
| last2 = Grama | |||
| first2 = I. | |||
| last3 = Liu | |||
| first3 = Q. | |||
| title = Cramér large deviation expansions for martingales under Bernstein's condition | |||
| journal = Stochastic Process. Appl. | |||
| volume = 123 | |||
| year = 2013 | |||
| pages = 3919–3942 | |||
}} | |||
*Lukacs, Eugen: ''Characteristic functions''. Griffin, London 1960 (2. Edition 1970), ISBN 0-85264-170-2. | |||
==External links== | |||
* {{MathWorld|urlname=CramersTheorem|title=Cramér's theorem}} | |||
{{DEFAULTSORT:Cramers theorem}} | |||
[[Category:Probability theorems]] | |||
[[Category:Statistical theorems]] | |||
[[Category:Characterization of probability distributions]] |
Revision as of 17:01, 17 March 2013
In mathematical statistics, Cramér's theorem (or Cramér’s decomposition theorem) is one of several theorems of Harald Cramér, a Swedish statistician and probabilist.
Normal random variables
Cramér's theorem is the result that if X and Y are independent real-valued random variables whose sum X + Y is a normal random variable, then both X and Y must be normal as well. By induction, if any finite sum of independent real-valued random variables is normal, then the summands must all be normal.
Thus, while the normal distribution is infinitely divisible, it can only be decomposed into normal distributions (if the summands are independent).
Contrast with the central limit theorem, which states that the average of independent identically distributed random variables with finite mean and variance is asymptotically normal. Cramér's theorem shows that a finite average is not normal, unless the original variables were normal.
Large deviations
Cramér's theorem may also refer to another result of the same mathematician concerning the partial sums of a sequence of independent, identically distributed random variables, say X1, X2, X3, …. It is well known, by the law of large numbers, that in this case the sequence
converges in probability to the mean of the probability distribution of Xk. Cramér's theorem in this sense states that the probabilities of "large deviations" away from the mean in this sequence decay exponentially with the rate given by the Cramér function, which is the Legendre transform of the cumulant-generating function of Xk.
Slutsky's theorem
Slutsky’s theorem is also attributed to Harald Cramér.[1] This theorem extends some properties of algebraic operations on convergent sequences of real numbers to sequences of random variables.
See also
- Asymptotic equipartition property
- Cochran's theorem, on decomposing sum of squares of normal distributions
- Indecomposable distribution, on decomposability
- Raikov's theorem, on the decomposition of Poisson distributions
- Infinite divisibility (probability)
References
- ↑ Slutsky's theorem is also called Cramér’s theorem according to Remark 11.1 (page 249) of Allan Gut. A Graduate Course in Probability. Springer Verlag. 2005.
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A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running
The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more
There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang - One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting
In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang
Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules
Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.
A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running
The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more
There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang
*Lukacs, Eugen: Characteristic functions. Griffin, London 1960 (2. Edition 1970), ISBN 0-85264-170-2.
External links
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