central limit theorem;
Berry-Esseen bounds;
sum of records;
insurance risk;
D O I:
10.1214/EJP.v9-210
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
Let {U-n, n greater than or equal to 1} be independent uniformly distributed random variables, and {Y-n, n greater than or equal to 1} be independent and identically distributed non-negative random variables with finite third moments. Denote S-n = Sigma(i=1)(n) Y-i and assume that (U-1,...,U-n) and Sn+1, are independent for every fixed n. In this paper we obtain Berry-Esseen bounds for Sigma(i=1)(n)(UiSn+1), where psi is a non-negative function. As an application, we give Berry-Esseen bounds and asymptotic distributions for sums of record values.
机构:
St. Petersburg State University, Universitetskaya nab. 7/9, St. PetersburgSt. Petersburg State University, Universitetskaya nab. 7/9, St. Petersburg
机构:
Southern Univ Sci & Technol, Dept Stat & Data Sci, Shenzhen 518055, Peoples R ChinaSouthern Univ Sci & Technol, Dept Stat & Data Sci, Shenzhen 518055, Peoples R China