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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 3, Pages 506–519 (Mi tvp731)  

This article is cited in 26 scientific papers (total in 27 papers)

On the Chebyshev–Cramér asymptotic expansions

I. A. Ibragimov

Leningrad
Abstract: Let $\xi_1,\dots,\xi_n,\dots$ be a sequence of independent identically distributed random variables with a distribution function (d.f.) $F(x)$ and let $\mathbf E\xi_i=0$, $\mathbf D\xi_i=1$. Denote $\mathbf P\Bigl\{\frac1{\sqrt n}\sum_1^n\xi_i<x\Bigr\}=F_n(x)$. Let $\beta_1,\beta_2,\dots,\beta_n,\dots$ be a numerical sequence such that $\beta_1=\mathbf E\xi_1=0$, $\beta_2=\mathbf E\xi_1^2=1$ and the other $\beta_s$ are arbitrary. Let us connect with the $\beta$-sequence the sequence $\{Q_n(x)\}$ of the Chebyshev–Cramér polynomials constructed in such a way as if $\{\beta_n\}$ were the sequence of moments of some distribution. We investigate the rate of convergence of the difference
$$ \sup\limits_n\biggl|F_n(x)-\biggl[\Phi(x)+\frac1{\sqrt{2\pi}}e^{-x^2/2}\sum_{s=1}^k\frac{Q_s(x)}{n^{s/2}}\biggr]\biggr| $$
to zero (here $\Phi(x)$ is the normal d.f.).
Received: 12.01.1966
English version:
Theory of Probability and its Applications, 1967, Volume 12, Issue 3, Pages 455–469
DOI: https://doi.org/10.1137/1112055
Bibliographic databases:
Language: Russian
Citation: I. A. Ibragimov, “On the Chebyshev–Cramér asymptotic expansions”, Teor. Veroyatnost. i Primenen., 12:3 (1967), 506–519; Theory Probab. Appl., 12:3 (1967), 455–469
Citation in format AMSBIB
\Bibitem{Ibr67}
\by I.~A.~Ibragimov
\paper On the Chebyshev--Cram\'er asymptotic expansions
\jour Teor. Veroyatnost. i Primenen.
\yr 1967
\vol 12
\issue 3
\pages 506--519
\mathnet{http://mi.mathnet.ru/tvp731}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=216550}
\zmath{https://zbmath.org/?q=an:0201.51001}
\transl
\jour Theory Probab. Appl.
\yr 1967
\vol 12
\issue 3
\pages 455--469
\crossref{https://doi.org/10.1137/1112055}
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  • https://www.mathnet.ru/eng/tvp/v12/i3/p506
  • This publication is cited in the following 27 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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