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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 2, Pages 308–314
(Mi tvp847)
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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
On the stability of some theorems of characterization of the normal population
Hoang Huu Nhuab a Moscow
b Hanoi
Abstract:
In this paper we introduce two definitions:
Definition 1. Two random variables $\xi$ and $\eta$ are said to be $\varepsilon$-independent, if
$$
|\mathbf P\{\xi<x,\ \eta<y\}-\mathbf P\{\xi<x\}\mathbf P\{\eta<y\}|<\varepsilon
$$
for all $x$ and $y$, where $\varepsilon$ ($0<\varepsilon<1$) is a given number.
Definition 2. A random variable $\xi$ is said to be $\varepsilon$-normal with the parameters $a,\sigma$ if its distribution function $F(x)$ satisfies the following condition:
$$
\biggl|F(x)-\Phi\biggl(\frac{x-a}\sigma\biggr)\biggr|<\varepsilon,\quad-\infty<x<\infty,
$$
where
$$
\Phi(x)=\frac1{\sqrt2\pi}\int_{-\infty}^xe^{-u^2/2}du
$$
Let $x_1,\dots,x_n$ be independent sample of size $n$ from a population with a distribution function $F(x)$ and
$$
\mathbf MX_j=a,\quad\mathbf DX_j=\sigma^2,\quad\beta_\delta=\mathbf M|X_j|^{2(1+\delta)},\quad0<\delta\le1.
$$
Theorem.\textit{If $\overline x=\frac1n\sum_{j=1}^nx_j$ and $s^2=\frac1n\sum_{j=1}^n(x_i-\overline x)^2$ are $\varepsilon$-independent, then $x_j$ ($j=1,\dots,n$) are $\delta(\varepsilon)$-normal with the parameters $a$ and $\sigma$, where
$$
\delta(\varepsilon)\le\frac C{\sqrt{\log\bigl(\frac1\varepsilon\bigr)}},
$$
$C$ being a constant depending on $\sigma$, $n$, $\delta$ and $\beta_\sigma$.}
A similar result is obtained for the stability of the theorem of S. N. Bernstein [2].
Received: 17.12.1966
Citation:
Hoang Huu Nhu, “On the stability of some theorems of characterization of the normal population”, Teor. Veroyatnost. i Primenen., 13:2 (1968), 308–314; Theory Probab. Appl., 13:2 (1968), 299–304
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