On the Closeness of the Distributions of Two Sums of Independent Random Variables

From MaRDI portal
Publication:5616555

DOI10.1137/1110055zbMath0214.17402OpenAlexW2003903683MaRDI QIDQ5616555

V. M. Zolotarev

Publication date: 1965

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1110055




Related Items (19)

Moment-type estimates for characteristic functions with application to von Mises inequalityDistribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time seriesThe method of cumulants for the normal approximationAsymptotic expansion in the large deviation zones of the distribution function of a random variable with a regular behavior of its semi-invariantso-rates of closeness of two weighted random sums of dependent Banach- valued random variablesGeneral theorems on Little-\(\mathcal O\) rates of closeness of two weighted sums of independent Hilbert space valued random variables with applicationsAn application of Fourier methods to the problem of sharpening the Berry-Esseen inequalityNonclassical Berry-Esseen inequalities and accuracy of the bootstrapOn the accuracy of the approximation of the complex exponent by the first terms of its Taylor expansion with applicationsSimple exact bounds for distributions of linear signed rank statisticsA method of estimation of the sum of independent random variablesA lemma of StatuleviciusEstimation of the rate of convergence in the central limit theorem for a sequence of series in terms of averaged pseudomomentsApproximation of distributions of integral additive functions by discrete charges. IAn optimal Berry-Esseen type theorem for integrals of smooth functionsCloseness of distributions of two Markov sums of random variables with no condition of limiting negligibilityRemarks on estimates in the total-variation metricAn improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sumsOn large deviations




This page was built for publication: On the Closeness of the Distributions of Two Sums of Independent Random Variables