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Zapiski Nauchnykh Seminarov POMI, 2016, Volume 454, Pages 216–219
(Mi znsl6394)
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This article is cited in 3 scientific papers (total in 3 papers)
Estimation of the constant in the inequality for the uniform distance between distributions of sequential sums of i.i.d. random variables
E. L. Maistrenko St. Petersburg State University, St. Petersburg, Russia
Abstract:
Some of the known inequalities for the uniform distance between distributions of sequential sums of independent identically distributed random variables are considered. In the case where distribution $F$ has $0$ as $q$-quantile an upper bound for the absolute constant in the inequality is given.
Key words and phrases:
uniform distance, sequential sums of i.i.d., estimation of the constant.
Received: 25.11.2016
Citation:
E. L. Maistrenko, “Estimation of the constant in the inequality for the uniform distance between distributions of sequential sums of i.i.d. random variables”, Probability and statistics. Part 24, Zap. Nauchn. Sem. POMI, 454, POMI, St. Petersburg, 2016, 216–219; J. Math. Sci. (N. Y.), 229:6 (2018), 741–743
Linking options:
https://www.mathnet.ru/eng/znsl6394 https://www.mathnet.ru/eng/znsl/v454/p216
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