Asymptotic distributions and Berry-Esseen bounds for sums of record values

被引:0
|
作者
Shao, QM [1 ]
Su, C
Wei, G
机构
[1] Univ Oregon, Dept Math, Eugene, OR 97403 USA
[2] Natl Univ Singapore, Dept Math, Dept Stat & Appl Probabil, Singapore 117543, Singapore
[3] Univ Sci & Technol China, Hefei 230026, Peoples R China
[4] Hong Kong Baptist Univ, Hong Kong, Hong Kong, Peoples R China
来源
关键词
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.
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页码:544 / 559
页数:16
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