Error bounds for asymptotic expansion of the scale mixtures of the normal distribution (Q1099523)
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English | Error bounds for asymptotic expansion of the scale mixtures of the normal distribution |
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Error bounds for asymptotic expansion of the scale mixtures of the normal distribution (English)
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1987
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Let X be a standard normal random variable and let \(\sigma\) be a positive random variable independent of X. The distribution of \(\eta =\sigma X\) is expanded around that of N(0,1) and its error bounds are obtained. Bounds are given in terms of \(E(\sigma^ 2\vee \sigma^{-2}-1)^ k\), where \(\sigma^ 2\vee \sigma^{-2}\) denotes the maximum of the two quantities \(\sigma^ 2\) and \(\sigma^{-2}\), and k is a positive integer, and of \(E(\sigma^ 2-1)^ k\), if k is even.
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scale mixtures of normal distributions
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t-distribution
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error bounds
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