Some estimates of the normal approximation for independent non-identically distributed random variables
| Autor: | Jonas Kazys Sunklodas |
|---|---|
| Rok vydání: | 2011 |
| Předmět: |
Pairwise independence
Discrete mathematics Independent and identically distributed random variables Combinatorics Circular law Indecomposable distribution General Mathematics Sum of normally distributed random variables Illustration of the central limit theorem Edgeworth series Mathematics Central limit theorem |
| Zdroj: | Lithuanian Mathematical Journal. 51:66-74 |
| ISSN: | 1573-8825 0363-1672 |
| DOI: | 10.1007/s10986-011-9108-6 |
| Popis: | In this paper, we generalize some results of [V. Bentkus, A new method for approximation in probability and operator theories, Lith. Math. J., 43(4):367–388, 2003] for independent identically distributed summands to to the case of independent non-identically distributed real summands. We derive the Edgeworth expansion with the first term only. Proofs are given following [V. Bentkus, A new method for approximation in probability and operator theories, Lith. Math. J., 43(4):367–388, 2003]. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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