Precision calculation of distributions for trimmed sums
type: Item
instance of: scholarly article
title: Precision calculation of distributions for trimmed sums
zbMATH Open document ID: 0846.60018
author: Gordon Simons
author: Sándor Csörgő
published in: The Annals of Applied Probability
publication date: 1996-09-08T00:00:00Z
review text: Effective recursive methods for computing the frequency and distribution functions for trimmed sums of i.i.d. nonnegative integer-valued random variables are obtained which require just a finite number of arithmetic operations and also avoid mixed signs. Consequently, these recursions give rise to very accurate computational algorithms. They are used to carry out a detailed numerical investigation of Feller's weak law of large numbers and its trimmed version for the accumulated payoffs in independent repetitions of the famous St. Petersburg game. The accuracy of approximations for the distributions of trimmed sums obtained via Stigler's limit theorem for these sums is also studied on the same example.
Mathematics Subject Classification ID: 60E99
Mathematics Subject Classification ID: 60-04
zbMATH DE Number: 854868
zbMATH Keywords: trimmed sums
zbMATH Keywords: nonnegative integer-valued random variables
zbMATH Keywords: recursive algorithms for distributions
zbMATH Keywords: St. Petersburg game
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1177004708
OpenAlex ID: W2058494229
DOI: 10.1214/AOAP/1177004708
description: scientific article; zbMATH DE number 854868