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Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 2, Pages 239–250
(Mi tvp3044)
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This article is cited in 8 scientific papers (total in 8 papers)
Two-sided estimates of Levy's metric
V. M. Zolotarev, V. V. Senatov V. A. Steklov Mathematical Institute, USSR Academy of Sciences
Abstract:
Along with the well-known Levy distance $L$ in the space of distribution functions, a new distance $\lambda$ in the space of characteristic functions is proposed. Upper and lower estimates of $L$, close to optimal ones, are constructed using $\lambda$. Various particular cases are considered.
Received: 24.10.1974
Citation:
V. M. Zolotarev, V. V. Senatov, “Two-sided estimates of Levy's metric”, Teor. Veroyatnost. i Primenen., 20:2 (1975), 239–250; Theory Probab. Appl., 20:2 (1976), 234–245
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https://www.mathnet.ru/eng/tvp3044 https://www.mathnet.ru/eng/tvp/v20/i2/p239
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Abstract page: | 445 | Full-text PDF : | 198 |
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