In this section we prove a theorem that allows us to show asymptotic normality for sums of random variables for certain statistical problems with a limited amount of dependence between the variables. A sequence of random variables, Y ₁, Y ₂,…, is said to be m-dependent if for every integer, s ≥ 1, the sets of random variables {Y ₁, …, Y _s } and {Y _{m + s + 1},Y _{m + s + 2},…} are independent. (For m = 0, this is equivalent to independence of the sequence.)