The Difference Between the Central Limit Theorems for a Scalar

question 19

Multiple Choice

The difference between the central limit theorems for a scalar and vector-valued random variables is

• A)that n approaches infinity in the central limit theorem for scalars only.
• B)the conditions on the variances.
• C)that single random variables can have an expected value but vectors cannot.
• D)the homoskedasticity assumption in the former but not the latter.

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