Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 24, Tome 454 (2016), pp. 216-219
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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/
@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},
year = {2016},
volume = {454},
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
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
%U http://geodesic.mathdoc.fr/item/ZNSL_2016_454_a12/
%G ru
%F ZNSL_2016_454_a12
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.
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