Convergence rate of distributions of trimmed sums

被引：0

作者：

Qi, YC ^{[1
]}

Cheng, SH ^{[1
]}

机构：

[1] BEIJING UNIV, DEPT PROBABIL & STAT, BEIJING 100871, PEOPLES R CHINA

来源：

CHINESE ANNALS OF MATHEMATICS SERIES B | 1996年 / 17卷 / 03期

关键词：

trimmed sum; order statistics; convergence rate; normal approximation;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The authors first derive the normal expansion of the joint density function of two order statistics from the uniform distribution and then, using the approximation, establish a way to estimate the normal convergence rate for trimmed sums. For applications, the convergence rates for the intermediately trimmed sums and heavily trimmed sums are found out.

引用

页码：349 / 364

页数：16

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