V. E. Bening, V. Yu. Korolev, N. K. Galieva, “Rate Of Convergence Of Random Sums Distribution To Nonsymmetric Laplace Distribution”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2013, Issue 4,Pages <nobr>39

Probabilistic Possibilistic Models

Rate Of Convergence Of Random Sums Distribution To Nonsymmetric Laplace Distribution

V. E. Bening^a, V. Yu. Korolev^a, N. K. Galieva^b

^a Department of Mathematical Statistics, Moscow State University. M.V. Lomonosov Moscow State University.
^b Kazakhstan Branch of Lomonosov Moscow State University, Astana

Abstract: The paper investigates rate of distribution convergence of geometric random sums of independent random variables with nonzero expectations to nonsymmetric Laplace distribution.

Keywords: Sample of random size, random sum, rate of convergence, nonsymmetric Laplace distribution.

UDC: 519.2

Received: 02.10.2013
Revised: 27.11.2013