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Teoriya Veroyatnostei i ee Primeneniya, 1974, Volume 19, Issue 3, Pages 626–632
(Mi tvp2945)
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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
Estimations for quantiles in the central limit theorem
M. V. Khatuntseva Moscow
Abstract:
Let $F_n(x)$ be the distribution function of a normalized sum of $n$ independent indentically distributed random variables.
In the paper, estimations are obtained for the uniform deviation of the quantile $F_n^{-1}(y)$ from $\Phi^{-1}(y)$ in an interval $(a,b)$ with $a$ and $b$ tending to 0 and 1 respectively as fast as $\exp\{-kn^\alpha\}$, where $k>0$, $0<\alpha<1$.
For summands bounded by a constant $c$, explicit formulas are given showing how constants in the estimations obtained depend on the parameter $c/\sigma$, where $\sigma^2$ is the variance of each summand.
Received: 08.05.1974
Citation:
M. V. Khatuntseva, “Estimations for quantiles in the central limit theorem”, Teor. Veroyatnost. i Primenen., 19:3 (1974), 626–632; Theory Probab. Appl., 19:3 (1975), 598–604
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https://www.mathnet.ru/eng/tvp2945 https://www.mathnet.ru/eng/tvp/v19/i3/p626
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