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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1983 Volume 130, Pages 130–136 (Mi znsl4341)

On probability of deviation of the sample mean from its median

A. I. Martikainen


Abstract: Asymptotic behaviour of $P_n=\mathbf P(\bar X_n-\operatorname{med}\bar X_n\geqslant\varepsilon)$ is studied for i. i. d. r. v. $X_k$. Necessary and sufficient conditions are found for polinomial and exponential rates of convergence of $P_n$.

UDC: 519.21



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