On error-estimates in the central limit theorem for generalized linear discounting
Author:
Ludwig Paditz
DOI:
10.1080/02331888408801816
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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(English)
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Abstract
In this paper the behaviour of the distribution function of is studied, where is a sequence of independent random variables and the are discounting factors depending on a parameter .The results hitherto existing were got for more special methods of limitation or with particularly stronger assumptions. By generalizing many well-known results on error -estimates in the central limit theorem an estimate for generalized linear discounting is proved. The appearing absolute constant is computed.
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| Keywords: Central limit theorem; generalized linear discounting (A-limitation ); discounted sums of independent random variables; error-estimates; computation of absolute constant |
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