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Sistemy i Sredstva Informatiki [Systems and Means of Informatics], 2012, Volume 22, Issue 1, Pages 132–141 (Mi ssi270)  
Estimates of the rate of convergence of the distributions of random sums to the skew Student distribution

V. E. Beningab, L. M. Zaksc, V. Yu. Korolevba

a Institute for Problems of Informatics of RAS
b M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
c Department of Modeling and Mathematical Statistics, Alpha-Bank
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Abstract: The estimates are constructed for the accuracy of the approximation of the distributions of special random sums of independent random variables with nonzero means by the skew Student distribution.
Keywords: random sum; convergence rate estimate; mixed Poisson distribution; skew Student distribution.
Received: 03.06.2012
Document Type: Article
Language: Russian
Citation: V. E. Bening, L. M. Zaks, V. Yu. Korolev, “Estimates of the rate of convergence of the distributions of random sums to the skew Student distribution”, Sistemy i Sredstva Inform., 22:1 (2012), 132–141
Citation in format AMSBIB
\Bibitem{BenZakKor12}
\by V.~E.~Bening, L.~M.~Zaks, V.~Yu.~Korolev
\paper Estimates of the rate of convergence of the distributions of random sums to the skew Student distribution
\jour Sistemy i Sredstva Inform.
\yr 2012
\vol 22
\issue 1
\pages 132--141
\mathnet{http://mi.mathnet.ru/ssi270}
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