On Senatov moments in asymptotic expansions in the central limit theorem
Teoriâ veroâtnostej i ee primeneniâ, Tome 67 (2022) no. 1, pp. 193-198
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Representations are put forward for the moments and the truncated Senatov quasi-moments of normalized sums of random variables (r.v.'s) in terms of the Senatov moments
of the original distribution. These representations make
possible the direct transition from new asymptotic expansions in the central limit theorem to
Gram–Charlier type expansions and are applied in the new proof of formulas
for the convergence rate of these moments.
Keywords:
central limit theorem, asymptotic expansions, Edgeworth–Cramér expansions, Gram–Charlier expansions, Senatov moments, Senatov quasi-moments.
@article{TVP_2022_67_1_a11,
author = {V. N. Sobolev and A. E. Kondratenko},
title = {On {Senatov} moments in asymptotic expansions in the central limit theorem},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {193--198},
publisher = {mathdoc},
volume = {67},
number = {1},
year = {2022},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2022_67_1_a11/}
}
TY - JOUR AU - V. N. Sobolev AU - A. E. Kondratenko TI - On Senatov moments in asymptotic expansions in the central limit theorem JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2022 SP - 193 EP - 198 VL - 67 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2022_67_1_a11/ LA - ru ID - TVP_2022_67_1_a11 ER -
V. N. Sobolev; A. E. Kondratenko. On Senatov moments in asymptotic expansions in the central limit theorem. Teoriâ veroâtnostej i ee primeneniâ, Tome 67 (2022) no. 1, pp. 193-198. http://geodesic.mathdoc.fr/item/TVP_2022_67_1_a11/