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Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 1, Pages 207–215
(Mi tvp3014)
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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
On the rate of convergence of linear combinations of absolute order statistics to the normal law
V. A. Egorov, V. B. Nevzorov Leningrad State University named after A. A. Zhdanov
Abstract:
Let $\{X_j\}$ ($j=1,2,\dots,n$) be a sequence of symmetric independent identically distributed random variables and $\{X_{j,n}\}$ ($j=1,2,\dots,n$) be the corresponding absolute order statistics, i.e. $|X_{1,n}|\le|X_{2,n}|\le\dots\le|X_{n,n}|$.
Some results are obtained for the rate of convergence of linear combinations of the random variables $X_{j,n}$ to the normal law.
Received: 15.01.1974
Citation:
V. A. Egorov, V. B. Nevzorov, “On the rate of convergence of linear combinations of absolute order statistics to the normal law”, Teor. Veroyatnost. i Primenen., 20:1 (1975), 207–215; Theory Probab. Appl., 20:1 (1975), 203–211
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https://www.mathnet.ru/eng/tvp3014 https://www.mathnet.ru/eng/tvp/v20/i1/p207
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Abstract page: | 181 | Full-text PDF : | 86 |
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