Expansions for the distributions of some normalized summations of random numbers of i. i. d. random variables

DOI10.1023/A:1016169822552zbMath1002.60019OpenAlexW1497423864MaRDI QIDQ1610930

Nan Wang, Wei Liu

Publication date: 20 August 2002

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1016169822552

zbMATH Keywords

renewal theorystopping timecentral limit theoremmartingalesequential analysisWald's lemmaexpansion of a tail probability

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05)

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