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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 4, Pages 667–678 (Mi tvp1477)  

This article is cited in 10 scientific papers (total in 10 papers)

An improvement of a convergence rate estimate

V. V. Sazonov

Moscow
Abstract: Let $\xi_1,\xi_2,\dots$ be independent random variables equally distributed with a continuous distribution function$F(x)$. Put
$$ W_n^2=n\int_{-\infty}^\infty[F_n(x)-F(x)]^2\,dF(x), $$
where
$$ F_n(x)=\frac1n\sum_{j=1}^n\delta(x-\xi_j),\quad\delta(x)= \begin{cases} 1,&x>0, \\ 0,&x\le0. \end{cases} $$
Denote by $S(x)$ the distribution function with the characteristic function
$$ s(t)=\prod_{j=1}^\infty(1-2it(\pi j)^{-2})^{-1/2}. $$
In [3], it has been shown that
$$ \Delta_n=\sup_{x\in R^1}|\mathbf P(W_n^2<x)-S(x)|\underset{n\to\infty}\longrightarrow0 $$
not slowlier than $n^{-1/10}$. In the present paper, we obtain a stronger result: for any $\varepsilon>0$ there exists a $c(\varepsilon)$ such that
$$ \Delta_n\le c(\varepsilon)n^{-1/6+\varepsilon},\quad n=1,2,\dots. $$
Received: 05.05.1969
English version:
Theory of Probability and its Applications, 1969, Volume 14, Issue 4, Pages 640–651
DOI: https://doi.org/10.1137/1114080
Bibliographic databases:
Language: Russian
Citation: V. V. Sazonov, “An improvement of a convergence rate estimate”, Teor. Veroyatnost. i Primenen., 14:4 (1969), 667–678; Theory Probab. Appl., 14:4 (1969), 640–651
Citation in format AMSBIB
\Bibitem{Saz69}
\by V.~V.~Sazonov
\paper An improvement of a~convergence rate estimate
\jour Teor. Veroyatnost. i Primenen.
\yr 1969
\vol 14
\issue 4
\pages 667--678
\mathnet{http://mi.mathnet.ru/tvp1477}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=263146}
\zmath{https://zbmath.org/?q=an:0204.51205|0185.46402}
\transl
\jour Theory Probab. Appl.
\yr 1969
\vol 14
\issue 4
\pages 640--651
\crossref{https://doi.org/10.1137/1114080}
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  • https://www.mathnet.ru/eng/tvp/v14/i4/p667
  • This publication is cited in the following 10 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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