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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2004 Volume 49, Issue 2, Pages 365–373 (Mi tvp226)

This article is cited in 6 papers

Short Communications

On self-normalized sums and Student's statistic

S. Yu. Novak

Novosibirsk Institute of Engineers for Geodesy, Aerial Phototopography and Cartography

Abstract: We evaluate the accuracy of normal approximation for the distributions of some non-linear functionals of sums of random vectors. A Berry–Esseen-type inequality with explicit constants for the distribution of Student's statistic is established as a consequence of the main result.

Keywords: self-normalized sums, Student's statistic, Berry–Esseen inequality.

Received: 15.10.2001

DOI: 10.4213/tvp226


 English version:
Theory of Probability and its Applications, 2005, 49:2, 336–344

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