On the rate of convergence of Lp norms in the CLT for poisson and gamma random variables

被引:0
作者
J. Sunklodas
机构
[1] Akademijos 4,Institute of Mathematics and Informatics
[2] 08663 Vilnius Vilnius Gediminas Technical University,undefined
来源
Lithuanian Mathematical Journal | 2009年 / 49卷
关键词
central limit theorem; norms; Poisson distribution; gamma distribution;
D O I
暂无
中图分类号
学科分类号
摘要
In the paper, we present upper bounds of Lp norms \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \Delta _{\mathbb{D}X,p} $$\end{document} of order (\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \mathbb{D}$$\end{document}X)-1/2 for all 1 ≤ p ≤ ∞ in the central limit theorem for a standardized random variable (X−\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \mathbb{E}$$\end{document}X)/ √\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \mathbb{D}$$\end{document}X, where a random variable X is distributed by the Poisson distribution with parameter λ > 0 or by the standard gamma distribution Γ(α, 0, 1) with parameter α > 0.
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页码:216 / 221
页数:5
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