Random central limit theorem for associated random variables and the order of approximation

被引：0

作者：

Rao, B. L. S. Prakasa ^{[1
]}

Sreehari, M. ^{[2
]}

机构：

[1] CR Rao Adv Inst Math Stat & Comp Sci, Univ Hyderabad Campus,Prof CR Rao Rd, Hyderabad 500046, Andhra Pradesh, India

[2] 6-B,Vrundavan Pk,New Sama Rd, Vadodara 390024, India

来源：

STATISTICS & PROBABILITY LETTERS | 2016年 / 111卷

关键词：

Associated sequences; Random partial sums; Random central limit theorem; Berry-Esseen type bound; CONVERGENCE;

D O I：

10.1016/j.spl.2016.01.001

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：

We consider a random number N-n and strictly stationary associated random variables X-k and form random partial sums S-Nn = Sigma(Nn)(j=1) X-j under the assumption that N-n is independent of the sequence {X-r,X- r >= 1} for every n >= 1. Under certain conditions on the random variables X-k and N-n, we obtain the limit distribution of the sequence S-Nn after suitable normalization. We also obtain an estimate of the order of approximation. (C) 2016 Elsevier B.V. All rights reserved.

引用

页码：1 / 7

页数：7

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