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Research supported by the National Science Foundation, Grant NSF-G21219.
Research supported by the Atomic Energy Commission.
One of the referees pointed out that Lemma 2 may be proved by a different technique.
The authors have been informed by a referee that a paper by Mr. J. Mogyoródi under the title “A central limit theorem for the sum of a random number of independent components” is currently in print in the Publications of the Mathematical Institute of the Hungarian Academy of Sciences. While the results of the two papers are similar, they have been obtained independently and by different methods.
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Blum, J.R., Hanson, D.L. & Rosenblatt, J.I. On the central limit theorem for the sum of a random number of independent random variables. Z. Wahrscheinlichkeitstheorie verw Gebiete 1, 389–393 (1963). https://doi.org/10.1007/BF00533414
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DOI: https://doi.org/10.1007/BF00533414