Approximation of distribution densities of sums of random variables

DOI10.1007/BF00971951MaRDI QIDQ749034zbMATH OpenFDO

Authors A. I. Karoblis, R. Sliesoraitienė

Publication date 1989

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00971951

zbMATH Keywords

asymptotic expansions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Review text

The authors are concerned with approximating the probability density of a sum of i.i.d. random variables by asymptotic expansions considered previously by the first author [Litov. Mat. Sb. 24, 70--82 (1984; Zbl 0596.60023)].

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