V. E. Bening, N. K. Galieva, “Rate of convergence of the distribution functions of the asumptotic normal statistics based on the samples of random size”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2012, Issue 2,Pages <nobr>53

This article is cited in 2 papers

Probabilistic-statistical models

Rate of convergence of the distribution functions of the asumptotic normal statistics based on the samples of random size

V. E. Bening^ab, N. K. Galieva^c

^a Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University
^b Institute of Informatics Problems of the Russian Academy of Sciences
^c Kazakhstan Branch of Lomonosov Moscow State University, Astana

Abstract: In the paper general theorem concerning the rate of convergence of the distribution function of the statistics based on the sample of random size is proved. Two examples (Student distribution and Laplace distribution) are presented.

Keywords: sample of random size, asymptotic normal statistics, transfer theorem, rate of convergence, mixtures of probability laws, Laplace distribution, Student distribution.

UDC: 519.2

Received: 17.01.2012
Revised: 24.01.2012