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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1975 Volume 20, Issue 1, Pages 207–215 (Mi tvp3014)

This article is cited in 3 papers

Short Communications

On the rate of convergence of linear combinations of absolute order statistics to the normal law

V. A. Egorov, V. B. Nevzorov

Leningrad State University named after A. A. Zhdanov

Abstract: Let $\{X_j\}$ ($j=1,2,\dots,n$) be a sequence of symmetric independent identically distributed random variables and $\{X_{j,n}\}$ ($j=1,2,\dots,n$) be the corresponding absolute order statistics, i.e. $|X_{1,n}|\le|X_{2,n}|\le\dots\le|X_{n,n}|$.
Some results are obtained for the rate of convergence of linear combinations of the random variables $X_{j,n}$ to the normal law.

Received: 15.01.1974


 English version:
Theory of Probability and its Applications, 1975, 20:1, 203–211

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