Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 1, pp. 207-215
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V. A. Egorov; V. B. Nevzorov. On the rate of convergence of linear combinations of absolute order statistics to the normal law. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 1, pp. 207-215. http://geodesic.mathdoc.fr/item/TVP_1975_20_1_a25/
@article{TVP_1975_20_1_a25,
author = {V. A. Egorov and V. B. Nevzorov},
title = {On the rate of convergence of linear combinations of absolute order statistics to the normal law},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {207--215},
year = {1975},
volume = {20},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_1_a25/}
}
TY - JOUR
AU - V. A. Egorov
AU - V. B. Nevzorov
TI - On the rate of convergence of linear combinations of absolute order statistics to the normal law
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1975
SP - 207
EP - 215
VL - 20
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1975_20_1_a25/
LA - ru
ID - TVP_1975_20_1_a25
ER -
%0 Journal Article
%A V. A. Egorov
%A V. B. Nevzorov
%T On the rate of convergence of linear combinations of absolute order statistics to the normal law
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1975
%P 207-215
%V 20
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1975_20_1_a25/
%G ru
%F TVP_1975_20_1_a25
Let $\{X_j\}$ ($j=1,2,\dots,n$) be a sequence of symmetric independent identically distributed random variables and $\{X_{j,n}\}$ ($j=1,2,\dots,n$) be the corresponding absolute order statistics, i.e. $|X_{1,n}|\le|X_{2,n}|\le\dots\le|X_{n,n}|$. Some results are obtained for the rate of convergence of linear combinations of the random variables $X_{j,n}$ to the normal law.