On the rate of convergence for the distribution of the maximum cumulative sum of independent random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 2, pp. 379-386
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The paper considers the maximum cumulative sum of independent symmetric nonidentically distributed random variables with positive means. Uniform estimatis are obtained for the deviation of this distribution from the normal distribution.
@article{TVP_1971_16_2_a17,
author = {V. B. Nevzorov},
title = {On the rate of convergence for the distribution of the maximum cumulative sum of independent random variables},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {379--386},
year = {1971},
volume = {16},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_2_a17/}
}
TY - JOUR AU - V. B. Nevzorov TI - On the rate of convergence for the distribution of the maximum cumulative sum of independent random variables JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1971 SP - 379 EP - 386 VL - 16 IS - 2 UR - http://geodesic.mathdoc.fr/item/TVP_1971_16_2_a17/ LA - ru ID - TVP_1971_16_2_a17 ER -
V. B. Nevzorov. On the rate of convergence for the distribution of the maximum cumulative sum of independent random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 2, pp. 379-386. http://geodesic.mathdoc.fr/item/TVP_1971_16_2_a17/