On the order of approximation in the random central limit theorem for m-dependent random variables

• Autorzy: Rao B. L. S. P. , Sreehari M.
• Języki publikacji: EN

Abstrakty

EN

We consider a random number N_n of m-dependent random variables X_k with a common distribution and the partial sums S_Nn = Σ^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.

Słowa kluczowe

EN

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

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2016
• Tom: Vol. 36, Fasc. 1
• Strony: 47--57
• Opis fizyczny: Bibliogr. 16 poz.

Twórcy

autor

Rao B. L. S. P.

• CR Rao Advanced Institute of Mathematics, Statistics and Computer Science Hyderabad 500046, India

autor

Sreehari M.

• 6-B, Vrundavan Park, New Sama Road, Vadodara 390024, India

Bibliografia

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Uwagi

Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2019).