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Zapiski Nauchnykh Seminarov LOMI, 1979, Volume 87, Pages 196–205
(Mi znsl2981)
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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
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
$$
\sup_x|P(X_1<x)-\frac1{\sigma\sqrt{2\pi}}\int_{-\infty}^x e^{-y^2/2\sigma^2}\,
dy|\leq c(\sigma^{-2p}+\sigma^{r-2p})\varepsilon^{1-2p/r}.
$$
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
Linking options:
https://www.mathnet.ru/eng/znsl2981 https://www.mathnet.ru/eng/znsl/v87/p196
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