On rate of convergence in distribution of asymptotically normal statistics based on samples of random size

In the present paper we prove a general theorem which gives the rates of convergence in distribution of asymptotically normal statistics based on samples of random size. The proof of the theorem uses the rates of convergences in distribution for the random size and for the statistics based on samples of nonrandom size.

Authors
Bening V.E.1 , Galieva N.K.2 , Korolev R.A. 3
Journal
Annales Mathematicae et Informaticae
Language
English
Pages
17-28
Status
Published
Link
External link
Volume
39
Year
2012
Organizations
  • 1 Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, Institute of Informatics Problems of the Russian Academy of Sciences (IPI RAN), Russian Federation
  • 2 Kazakhstan Branch of Lomonosov Moscow State University, Moscow, Russian Federation
  • 3 Peoples' Friendship University of Russia, Moscow, Russian Federation
Keywords
Asymptotically normal statistic; Laplace distribution; Mixture of distributions; Rate of convergence; Sample of random size; Student's distribution; Transfer theorem
Date of creation
19.10.2018
Date of change
19.10.2018
Short link
https://repository.rudn.ru/en/records/article/record/2287/
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