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Informatika i Ee Primeneniya [Informatics and its Applications], 2011, Volume 5, Issue 1, Pages 12–24 (Mi ia2)  

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
Full-text PDF (242 kB) Citations (6)
References:
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.
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Gav11}
\by S.~V.~Gavrilenko
\paper Improvements of the nonuniform estimate for convergence of distributions of Poisson randomsums to the normal distribution
\jour Inform. Primen.
\yr 2011
\vol 5
\issue 1
\pages 12--24
\mathnet{http://mi.mathnet.ru/ia2}
Linking options:
  • https://www.mathnet.ru/eng/ia2
  • https://www.mathnet.ru/eng/ia/v5/i1/p12
  • This publication is cited in the following 6 articles:
    1. I. G. Shevtsova, “Convergence rate estimates in the global CLT for compound mixed Poisson distributions”, Theory Probab. Appl., 63:1 (2018), 72–93  mathnet  crossref  crossref  isi  elib
    2. Shevtsova I., “On the Absolute Constants in Nagaev-Bikelis-Type Inequalities”, Inequalities and Extremal Problems in Probability and Statistics: Selected Topics, ed. Pinelis I., Academic Press Ltd-Elsevier Science Ltd, 2017, 47–102  crossref  mathscinet  isi  scopus
    3. Pinelis I., “On the Nonuniform Berry-Esseen Bound”, Inequalities and Extremal Problems in Probability and Statistics: Selected Topics, ed. Pinelis I., Academic Press Ltd-Elsevier Science Ltd, 2017, 103–138  crossref  mathscinet  isi  scopus
    4. Sunklodas J.K., “L1 Bounds for Asymptotic Normality of Random Sums of Independent Random Variables”, Lith. Math. J., 53:4 (2013), 438–447  crossref  mathscinet  zmath  isi  elib
    5. Yu. S. Nefedova, I. G. Shevtsova, “Nonuniform estimates of convergence rate in the central limit theorem”, Theory Probab. Appl., 57:1 (2013), 28–59  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib
    6. Nefedova Yu.S., Shevtsova I.G., “Structural improvements of nonuniform convergence rate estimates in the central limit theorem with applications to Poisson random sums”, Dokl. Math., 84:2 (2011), 675–680  crossref  mathscinet  zmath  isi  elib  elib
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    Full-text PDF :134
    References:63
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