Normal approximation for sums of random variables
APPROXIMATION OF RANDOM SUMS OF RANDOM VARIABLES IN INSURANCE
... of random sums. By random sum we mean a sum of random number of independent and identically distributed random ...is approximation with shifted gamma dis- ...
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Estimates of the approximation of weighted sums of conditionally independent random variables by the normal law
... 5. Senatov, VV: On the real accuracy of approximations in the central limit theorem. Sib. Math. J. 52, 727-746 (2011) 6. Sunklodas, J: Some estimates of the normal approximation for independent ...
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Cauchy approximation for sums of independent random variables
... Poisson approximation using the Stein-Chen method and coupling: number of exceedances of Gaussian random variables, ...of sums of reciprocals of logarithm of random variables to ...
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Computational methods for sums of random variables
... to sums of random variables. Chapter 3 focuses on sums from the S ∼ SumLognormal(·, ·) distribution, where the summands may have different variances or be ...the normal, gamma and ...
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Optimal binomial, Poisson, and normal left-tail domination for sums of nonnegative random variables
... of sums S n of independent nonnegative random variables X i for certain classes F of nonincreasing functions f are given in terms of (the sums of) the first two moments of the X i ...the ...
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Learning Sums of Independent Integer Random Variables
... arbitrary-accuracy approximation for an arbitrary k-SIIRV) were not previously ...for sums of independent integer random variables, dating back several decades (see ...Known ...
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Sums of independent random variables and regular variation
... for sums of nonidentically distributed independent random variables, by imposing conditions which reduce to the stochastic compactness and partial convergence conditions given in Chapters 2 and 3, in ...
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A note on convergence of weighted sums of random variables
... Some Strong Laws of Large Numbers are proved for weighted sums of pairwise independent random variables generalizing results of Jamison, Orey and Pruitt and Etemadi.. KEY WORDS AND PHRAS[r] ...
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Asymptotics for self-normalized random products of sums of i.i.d. random variables
... a random number of random variables is important in sequential analysis, in random walk problems, ...of random sums for ...
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Convergence of weighted sums of independent random variables and an extension to Banach space valued random variables
... Weighted Sums, Strong Law of Large Numbers, Almost Se Convergence, Generzed Gaussian Random Variables, Random Elements in Banach Space, Schauder Basis.. AMS (MOS) SUBJECT CLASSIFICATION [r] ...
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Bounds for the normal approximation of the maximum likelihood estimator from m -dependent random variables
... a random variable, W , has a distribution close to a target ...the normal approximation related to the MLE is assessed in terms of the Wasserstein ...two random variables with values in ...
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On Complete Convergence for Weighted Sums of Mixing Random Variables
... i.i.d. random variables and let {a ni , n ≥ 1, i ≥ 1} be an array of ...weighted sums n i1 a ni X i was studied by many authors; see, for example, Choi and Sung 10 , Cuzick 11 , Wu 12 , and Sung 13, ...
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On the Strong Laws for Weighted Sums of Mixing Random Variables
... The notion of ρ ∗ -mixing seems to be similar to the notion of ρ-mixing, but they are quite different from each other. Many useful results have been obtained for ρ ∗ -mixing random variables. For example, ...
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On the complete convergence for weighted sums of a class of random variables
... weighted sums plays an important role in the statis- tics, such as jackknife estimate, nonparametric regression function estimate and so ...weight sums of random vari- ...weighted sums of ...
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Bounds and approximations for sums of dependent log-elliptical random variables.
... dependent random variables and applied these to sums of log-normal random ...to sums of log-elliptical random variables which incorporate sums of log-normals ...
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Convergence in r-mean of weighted sums of NQD random variables
... weighted sums of arrays of rowwise linearly negative quadrant dependent random variables has been established by Wu and Guan ...weighted sums of dependent random variables, ...
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Sharp large deviation results for sums of independent random variables
... c LMBA, UMR 6205, Univ. Bretagne-Sud, Vannes, 56000, France d College of Mathematics and Computing Science, Changsha University of Science and Technology, Changsha, 410004, China Abstract We show sharp bounds for ...
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Strong Laws for Weighted Sums of Negative Dependent Random Variables
... 2 Department of Mathematics, University of Sistan and Baluchestan, Islamic Republic of Iran 3 Department of Statistics, University of Ferdowsi, Mashhad, Islamic Republic of Iran Abstract In this paper, we discuss strong ...
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A note on the almost sure limit theorem for self normalized partial sums of random variables in the domain of attraction of the normal law
... Full list of author information is available at the end of the article Abstract Let X , X 1 , X 2 ,... be a sequence of independent and identically distributed random variables in the domain of attraction ...
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Approximations for sums of three-valued 1-dependent symmetric random variables
... 1-dependent variables, total variation norm, local norm, nonuniform ...dependent random variables (rvs), it is typical to assume their nonnegativeness, for example, see [4, 14, 19, ...Poisson ...
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