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.

Авторы
Bening V.E.1 , Galieva N.K.2 , Korolev R.A. 3
Язык
Английский
Страницы
17-28
Статус
Опубликовано
Том
39
Год
2012
Организации
  • 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
Ключевые слова
Asymptotically normal statistic; Laplace distribution; Mixture of distributions; Rate of convergence; Sample of random size; Student's distribution; Transfer theorem
Дата создания
19.10.2018
Дата изменения
19.10.2018
Постоянная ссылка
https://repository.rudn.ru/ru/records/article/record/2287/
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