The rate of convergence to the normal law in terms of pseudomoments
We establish the rate of convergence of distributions of sums of independent identically distributed random variables to the Gaussian distribution in terms of truncated pseudomoments by implementing the idea of Yu. Studnyev for getting estimates of the rate of convergence of the order higher than ${...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
VTeX
2015-04-01
|
| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA23 |
| _version_ | 1811196472603967488 |
|---|---|
| author | Yuliya Mishura Yevheniya Munchak Petro Slyusarchuk |
| author_facet | Yuliya Mishura Yevheniya Munchak Petro Slyusarchuk |
| author_sort | Yuliya Mishura |
| collection | DOAJ |
| description | We establish the rate of convergence of distributions of sums of independent identically distributed random variables to the Gaussian distribution in terms of truncated pseudomoments by implementing the idea of Yu. Studnyev for getting estimates of the rate of convergence of the order higher than ${n}^{-1/2}$. |
| first_indexed | 2024-04-12T00:59:23Z |
| format | Article |
| id | doaj.art-c250f735254341be9a73ecd52c9cb0a8 |
| institution | Directory Open Access Journal |
| issn | 2351-6046 2351-6054 |
| language | English |
| last_indexed | 2024-04-12T00:59:23Z |
| publishDate | 2015-04-01 |
| publisher | VTeX |
| record_format | Article |
| series | Modern Stochastics: Theory and Applications |
| spelling | doaj.art-c250f735254341be9a73ecd52c9cb0a82022-12-22T03:54:31ZengVTeXModern Stochastics: Theory and Applications2351-60462351-60542015-04-01229510610.15559/15-VMSTA23The rate of convergence to the normal law in terms of pseudomomentsYuliya Mishura0Yevheniya Munchak1Petro Slyusarchuk2Taras Shevchenko National University of Kyiv, Volodymyrska str. 64, 01601, Kyiv, UkraineTaras Shevchenko National University of Kyiv, Volodymyrska str. 64, 01601, Kyiv, UkraineUzhhorod National University, Pidhirna str. 46, 88000, Uzhhorod, UkraineWe establish the rate of convergence of distributions of sums of independent identically distributed random variables to the Gaussian distribution in terms of truncated pseudomoments by implementing the idea of Yu. Studnyev for getting estimates of the rate of convergence of the order higher than ${n}^{-1/2}$.https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA23Rate of convergencetruncated pseudomomentsGaussian distribution |
| spellingShingle | Yuliya Mishura Yevheniya Munchak Petro Slyusarchuk The rate of convergence to the normal law in terms of pseudomoments Modern Stochastics: Theory and Applications Rate of convergence truncated pseudomoments Gaussian distribution |
| title | The rate of convergence to the normal law in terms of pseudomoments |
| title_full | The rate of convergence to the normal law in terms of pseudomoments |
| title_fullStr | The rate of convergence to the normal law in terms of pseudomoments |
| title_full_unstemmed | The rate of convergence to the normal law in terms of pseudomoments |
| title_short | The rate of convergence to the normal law in terms of pseudomoments |
| title_sort | rate of convergence to the normal law in terms of pseudomoments |
| topic | Rate of convergence truncated pseudomoments Gaussian distribution |
| url | https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA23 |
| work_keys_str_mv | AT yuliyamishura therateofconvergencetothenormallawintermsofpseudomoments AT yevheniyamunchak therateofconvergencetothenormallawintermsofpseudomoments AT petroslyusarchuk therateofconvergencetothenormallawintermsofpseudomoments AT yuliyamishura rateofconvergencetothenormallawintermsofpseudomoments AT yevheniyamunchak rateofconvergencetothenormallawintermsofpseudomoments AT petroslyusarchuk rateofconvergencetothenormallawintermsofpseudomoments |