On the approximation of an integral by a sum of random variables

DOI10.1155/S1048953398000100zbMath0913.60021MaRDI QIDQ1270298

Martien C. A. Van Zuijlen, John H. J. Einmahl

Publication date: 26 May 1999

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/48143

zbMATH Keywords

rate of convergenceorder statisticsnumerical integrationspacingslimiting distributiontrapezoidal ruleSimpson's rule

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Numerical integration (65D30)

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