|
This article is cited in 6 scientific papers (total in 6 papers)
A moment inequality with application to convergence rate estimates in the global CLT for Poisson-binomial random sums
I. G. Shevtsovaabc a Hangzhou Dianzi University, Zhejiang
b Federal Research Center "Computer Science and Control" of Russian Academy of Sciences
c Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
A moment inequality between the central and noncentral third-order absolute moments is proved, which is optimal for every value of the recentering parameter. By use of this inequality there are constructed convergence rate estimates in the central limit theorem for Poisson-binomial random sums in the uniform and mean metrics.
Keywords:
compound Poisson-binomial distribution, central limit theorem (CLT), convergence rate estimate, normal approximation, Berry– Esséen inequality, moment inequality.
Received: 15.09.2016 Accepted: 23.02.2017
Citation:
I. G. Shevtsova, “A moment inequality with application to convergence rate estimates in the global CLT for Poisson-binomial random sums”, Teor. Veroyatnost. i Primenen., 62:2 (2017), 345–364; Theory Probab. Appl., 62:2 (2018), 278–294
Linking options:
https://www.mathnet.ru/eng/tvp5097https://doi.org/10.4213/tvp5097 https://www.mathnet.ru/eng/tvp/v62/i2/p345
|
Statistics & downloads: |
Abstract page: | 7608 | Full-text PDF : | 4078 | References: | 4021 | First page: | 29 |
|