ON THE ORDER OF APPROXIMATION IN THE RANDOM CENTRAL LIMIT THEOREM FOR m-DEPENDENT RANDOM VARIABLES

被引：0

作者：

Rao, B. L. S. Prakasa ^{[1
]}

Sreehari, M. ^{[2
]}

机构：

[1] CR Rao Adv Inst Math Stat & Comp Sci, Hyderabad 500046, Andhra Pradesh, India

[2] 6-B Vrundavan Pk,New Sama Rd, Vadodara 390024, India

来源：

PROBABILITY AND MATHEMATICAL STATISTICS-POLAND | 2016年 / 36卷 / 01期

关键词：

Random central limit theorem; m-dependent random variables; Berry-Esseen type bound; approximation; CONVERGENCE; MARTINGALES;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider a random number N-n of m-dependent random variables X-k with a common distribution and the partial sums S-Nn = Sigma(Nn)(j=1) X-j, where the random variable N-n is independent of the sequence of random variables {X-k, k >= 1} for every n >= 1. Under certain conditions on the random variables X-k and N-n; we obtain the limit distribution of the sequence S-Nn and the corresponding rate of convergence after suitable normalization.

引用

页码：47 / 57

页数：11

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