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Berry-esseen bounds for random sums of non-identically distributed random variables |
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| รหัสดีโอไอ | |
| Title | Berry-esseen bounds for random sums of non-identically distributed random variables |
| Creator | Mongkhon Tuntapthai |
| Contributor | Nattakarn Chaidee, Kritsana Neammanee |
| Publisher | Chulalongkorn University |
| Publication Year | 2551 |
| Keyword | Random variables |
| Abstract | Let X1,X2, . . . be independent random variables with mean zero and finite third moment and N a positive integral-valued random variable such that N,X1, X2, . . . are independent. In this work, we use a concentration inequality approach of Stein’s method to establish uniform and non-uniform Berry-Esseen bounds for random sums X1 +X2 + · · · +XN in the case that X1,X2, . . . are not necessarily identically distributed random variables. |
| URL Website | cuir.car.chula.ac.th |
