Estimates of the approximation of weighted sums of conditionally independent random variables by the normal law

被引：0

作者：

Emanuele Dolera

机构：

[1] Università di Modena e Reggio Emilia,Dipartimento di Matematica Pura e Applicata

来源：

Journal of Inequalities and Applications | / 2013卷

关键词：

Berry-Esseen inequalities; central limit theorem; completely monotone function; conditional independence; Taylor formula;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

A Berry-Esseen-like inequality is provided for the difference between the characteristic function of a weighted sum of conditionally independent random variables and the characteristic function of the standard normal law. Some applications and possible extensions of the main result are also illustrated.

引用

共 50 条

[1] Estimates of the approximation of weighted sums of conditionally independent random variables by the normal law
Dolera, Emanuele
JOURNAL OF INEQUALITIES AND APPLICATIONS, 2013,
[2] NONUNIFORM ESTIMATES OF THE ACCURACY OF NORMAL APPROXIMATION OF THE DISTRIBUTIONS OF RANDOM SUMS OF INDEPENDENT RANDOM-VARIABLES
KOROLEV, VY
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[3] The Law of the Logarithm for Weighted Sums of Independent Random Variables
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[4] The law of the logarithm for weighted sums of independent random variables
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[6] On the accuracy of the normal approximation for sums of independent random variables
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[7] ESTIMATES OF THE CONCENTRATION FUNCTIONS OF WEIGHTED SUMS OF INDEPENDENT RANDOM VARIABLES
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[8] On Sums of Conditionally Independent Subexponential Random Variables
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[9] On the accuracy of the normal approximation for sums of symmetric independent random variables
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[10] On the accuracy of the normal approximation for sums of symmetric independent random variables
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Doklady Mathematics, 2012, 85 : 292 - 296

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