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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1985 Volume 142, Pages 59–67 (Mi znsl4229)

The central limit theorem under the absence of extremal absolute order statistics

V. A. Egorov


Abstract: One finds conditions for the relation $\Delta_{n,r}=o(1)=\nabla_{n,r}$, где $\Delta_{n,r}=\sup_x|P\Big(\frac{S_{n,r}}{a_n}<x\Big)-\Phi(x)|$, $S_{n,r}=X_{(1)}+\dots+X_{(n-r)}$, $X_{(1)},\dots,X_{(n)}$ are the absolute order statistics for a repeated sample from a symmetric distribution.

UDC: 519.2


 English version:
Journal of Soviet Mathematics, 1987, 36:4, 476–481

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© Steklov Math. Inst. of RAS, 2024