On the rate of convergence of Lp norms in the CLT for Poisson random sum
In the paper, we present the upper bound of Lp norm \deltaλ,p of the order λ-δ/2 for all 1 \leq p \leq ∞, in the central limit theorem for a standardized random sum (SNλ - ESNλ)/DSNλ , where SNλ = X1 + ··· + XNλ is the random sum of independent identically distributed random variables X, X1, X2, ....
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2009-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
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| Online Access: | https://www.journals.vu.lt/LMR/article/view/18040 |