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Zapiski Nauchnykh Seminarov LOMI, 1979, Volume 87, Pages 196–205 (Mi znsl2981)  

This article is cited in 3 scientific papers (total in 3 papers)

The estimates of stability of the characterization of the normal distribution given by G. Polya theorem

R. V. Yanushkevichius
Full-text PDF (417 kB) Citations (3)
Abstract: Let $X_1$, $EX_1=0$ and $X_2$ be independent identically distributed random variables and let
$$ \sup_x|P(X_1<x)-P(aX_1+bX_2<x)|\leq\varepsilon, $$
where $a>0$, $b>0$, $a^2+b^2=1$. Suppose that for some integer $r\geq3p$, $P=(1/2\ln(1/2))/\ln(\max(a,b))$,
$$ \mathsf{E}|X_1|^r\leq M_r<\infty;\quad\mathsf{E}X_i^s=\mathsf{E}N_{0,\sigma}^s,\quad s=1,2,\dots,r-1, $$
where $N_{0,\sigma}$ – normal random variable with parameters $(0,\sigma)$. Then exist such constants $c=c(b,M_r)$ and $\varepsilon_0=\varepsilon_0(b,M_r,\sigma)$ that
$$ \sup_x|P(X_1<x)-\frac1{\sigma\sqrt{2\pi}}\int_{-\infty}^x e^{-y^2/2\sigma^2}\, dy|\leq c(\sigma^{-2p}+\sigma^{r-2p})\varepsilon^{1-2p/r}. $$
English version:
Journal of Soviet Mathematics, 1981, Volume 17, Issue 6, Pages 2358–2365
DOI: https://doi.org/10.1007/BF01085933
Bibliographic databases:
UDC: 519.2
Language: Russian
Citation: R. V. Yanushkevichius, “The estimates of stability of the characterization of the normal distribution given by G. Polya theorem”, Studies in mathematical statistics. Part 3, Zap. Nauchn. Sem. LOMI, 87, "Nauka", Leningrad. Otdel., Leningrad, 1979, 196–205; J. Soviet Math., 17:6 (1981), 2358–2365
Citation in format AMSBIB
\Bibitem{Yan79}
\by R.~V.~Yanushkevichius
\paper The estimates of stability of the characterization of the normal distribution given by G.~Polya theorem
\inbook Studies in mathematical statistics. Part~3
\serial Zap. Nauchn. Sem. LOMI
\yr 1979
\vol 87
\pages 196--205
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl2981}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=554611}
\zmath{https://zbmath.org/?q=an:0417.60020|0467.60025}
\transl
\jour J. Soviet Math.
\yr 1981
\vol 17
\issue 6
\pages 2358--2365
\crossref{https://doi.org/10.1007/BF01085933}
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  • https://www.mathnet.ru/eng/znsl/v87/p196
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Записки научных семинаров ПОМИ
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