SADDLE-POINT APPROXIMATION FOR THE DISTRIBUTION OF THE SUM OF INDEPENDENT RANDOM-VARIABLES

被引：577

|

作者：

LUGANNANI, R

RICE, S

机构：

来源：

ADVANCES IN APPLIED PROBABILITY | 1980年 / 12卷 / 02期

关键词：

D O I：

10.2307/1426607

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：

引用

收藏

页码：475 / 490

页数：16

相关论文

共 50 条

[1] THE ACCURACY OF THE NORMAL APPROXIMATION TO THE DISTRIBUTION OF THE SUM OF A RANDOM NUMBER OF INDEPENDENT RANDOM-VARIABLES
KOROLEV, VY
LECTURE NOTES IN MATHEMATICS, 1986, 1233 : 36 - 40
[2] SUM DISTRIBUTION APPROXIMATION FOR RANDOM-VARIABLES RANDOM NUMBER
GRISHCHENKO, VA
DOPOVIDI AKADEMII NAUK UKRAINSKOI RSR SERIYA A-FIZIKO-MATEMATICHNI TA TECHNICHNI NAUKI, 1982, (04): : 12 - 14
[3] A NOTE ON THE NORMAL APPROXIMATION TO THE SUM OF INDEPENDENT RANDOM-VARIABLES
IKEDA, S
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1959, 11 (02) : 121 - 130
[4] DISTRIBUTION OF SUM OF INDEPENDENT INTEGER VALUED RANDOM-VARIABLES
SHAH, BK
AMERICAN STATISTICIAN, 1973, 27 (03): : 123 - 124
[5] DISTRIBUTION OF MAXIMUM CUMULATIVE SUM OF INDEPENDENT RANDOM-VARIABLES
ARAK, TV
TEORIYA VEROYATNOSTEI I YEYE PRIMENIYA, 1974, 19 (02): : 257 - 277
[6] INEQUALITIES FOR DISTRIBUTION OF A SUM OF FUNCTIONS OF INDEPENDENT RANDOM-VARIABLES
ZUBKOV, AM
MATHEMATICAL NOTES, 1977, 22 (5-6) : 906 - 914
[7] AN ACCURACY OF GAUSSIAN APPROXIMATION OF SUM DISTRIBUTION OF INDEPENDENT RANDOM-VARIABLES IN BANACH-SPACES
BORISOV, IS
LECTURE NOTES IN MATHEMATICS, 1988, 1299 : 28 - 54
[8] CHI SQUARED APPROXIMATIONS TO THE DISTRIBUTION OF A SUM OF INDEPENDENT RANDOM-VARIABLES
HALL, P
ANNALS OF PROBABILITY, 1983, 11 (04): : 1028 - 1036
[9] ON ACCURACY OF NORMAL APPROXIMATION FOR DISTRIBUTION OF SUM OF INDEPENDENT HILBERT-SPACE VALUED RANDOM-VARIABLES
NAGAEV, SV
LECTURE NOTES IN MATHEMATICS, 1983, 1021 : 461 - 473
[10] ON APPROXIMATION CONDITIONS OF THE DISTRIBUTION OF THE MAXIMUM SUMS OF INDEPENDENT RANDOM-VARIABLES
STARTSEV, AN
ANNALES ACADEMIAE SCIENTIARUM FENNICAE-MATHEMATICA, 1988, 13 (02): : 269 - 275

← 1 2 3 4 5 →