On closeness of two discrete weighted sums
The effect that weighted summands have on each other in approximations of $S={w_{1}}{S_{1}}+{w_{2}}{S_{2}}+\cdots +{w_{N}}{S_{N}}$ is investigated. Here, ${S_{i}}$’s are sums of integer-valued random variables, and ${w_{i}}$ denote weights, $i=1,\dots ,N$. Two cases are considered: the general case...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
VTeX
2018-05-01
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Series: | Modern Stochastics: Theory and Applications |
Subjects: | |
Online Access: | https://vmsta.vtex.vmt/doi/10.15559/18-VMSTA103 |