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Informatika i Ee Primeneniya [Informatics and its Applications], 2011, Volume 5, Issue 1, Pages 12–24
(Mi ia2)
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This article is cited in 6 scientific papers (total in 6 papers)
Improvements of the nonuniform estimate for convergence of distributions of Poisson randomsums to the normal distribution
S. V. Gavrilenko M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
The nonuniform estimates for convergence rate in the central limit theorem have been built. Using these structural improvements, it is shown that absolute constant in the nonuniformestimate for convergence rate in the central limit theorem for Poisson random sums is strictly less than similar constant in the nonuniform estimate for convergence rate in the classical central limit theorem and, assuming finite third moment, it does not exceed 22.7707. As a result, nonuniform estimates for convergence rate of the mixed Poisson, particularly, negative binomial, random sums have been built.
Keywords:
central limit theorem; convergence rate; nonuniform estimate; absolute constant; Poisson randomsum; mixed Poisson distribution.
Citation:
S. V. Gavrilenko, “Improvements of the nonuniform estimate for convergence of distributions of Poisson randomsums to the normal distribution”, Inform. Primen., 5:1 (2011), 12–24
Linking options:
https://www.mathnet.ru/eng/ia2 https://www.mathnet.ru/eng/ia/v5/i1/p12
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Abstract page: | 442 | Full-text PDF : | 121 | References: | 51 | First page: | 1 |
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