V. E. Bening, L. M. Zaks, V. Yu. Korolev, “Estimates of the rate of convergence of the distributions of random sums to the skew Student distribution”, Sistemy i Sredstva Inform., 2012, Volume 22, Issue 1,Pages <nobr>132

Estimates of the rate of convergence of the distributions of random sums to the skew Student distribution

V. E. Bening^ab, L. M. Zaks^c, V. Yu. Korolev^ba

^a Institute for Problems of Informatics of RAS
^b M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
^c Department of Modeling and Mathematical Statistics, Alpha-Bank

Abstract: The estimates are constructed for the accuracy of the approximation of the distributions of special random sums of independent random variables with nonzero means by the skew Student distribution.

Keywords: random sum; convergence rate estimate; mixed Poisson distribution; skew Student distribution.

Received: 03.06.2012