Estimation of the constant in the inequality for the uniform distance between distributions of sequential sums of i.i.d. random variables
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 24, Tome 454 (2016), pp. 216-219
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Some of the known inequalities for the uniform distance between distributions of sequential sums of independent identically distributed random variables are considered. In the case where distribution $F$ has $0$ as $q$-quantile an upper bound for the absolute constant in the inequality is given.
@article{ZNSL_2016_454_a12,
author = {E. L. Maistrenko},
title = {Estimation of the constant in the inequality for the uniform distance between distributions of sequential sums of i.i.d. random variables},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {216--219},
publisher = {mathdoc},
volume = {454},
year = {2016},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a12/}
}
TY - JOUR AU - E. L. Maistrenko TI - Estimation of the constant in the inequality for the uniform distance between distributions of sequential sums of i.i.d. random variables JO - Zapiski Nauchnykh Seminarov POMI PY - 2016 SP - 216 EP - 219 VL - 454 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a12/ LA - ru ID - ZNSL_2016_454_a12 ER -
%0 Journal Article %A E. L. Maistrenko %T Estimation of the constant in the inequality for the uniform distance between distributions of sequential sums of i.i.d. random variables %J Zapiski Nauchnykh Seminarov POMI %D 2016 %P 216-219 %V 454 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a12/ %G ru %F ZNSL_2016_454_a12
E. L. Maistrenko. Estimation of the constant in the inequality for the uniform distance between distributions of sequential sums of i.i.d. random variables. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 24, Tome 454 (2016), pp. 216-219. http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a12/