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On the speed of convergence of the distribution of random sums of weighted independent variables

 

作者: S.B. Fotopoulos,  

 

期刊: Sequential Analysis  （Taylor Available online 1991）
卷期: Volume 10, issue 1-2  

页码: 17-26

 

ISSN:0747-4946

 

年代: 1991

 

DOI:10.1080/07474949108836223

 

出版商: Marcel Dekker, Inc.

 

关键词: Exponential bounds;moment inequalities;rate of convergence;random indices;weighted sums

 

数据来源: Taylor

 

摘要:

This study provides sufficient conditions under which the uniform distance between the distribution of random sums of weighted random variables and the normal distribution is of order n-a(log n)a+b, for α <1/2, n-1/2(log n)b+3/2, for b > -3/2, and n-1/2log2n for b = -3/2. Extensions to one-sided linear processes are also discussed.

 

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