Conditioned rates of convergence in the CLT for sums and maximum sums
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Publication:1147421
DOI10.1016/0047-259X(81)90130-5zbMath0449.60017OpenAlexW2075390011MaRDI QIDQ1147421
Publication date: 1981
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(81)90130-5
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)
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Cites Work
- A nonuniform bound on convergence to normality
- Inequalities for conditioned normal approximations
- On mixing sequences of sets
- On the Accuracy of Approximation in the Central Limit Theorem
- On the influence of moments on the rate of convergence to the normal distribution
- On the Accuracy of Gaussian Approximation to the Distribution Functions of Sums of Independent Variables
- On the Speed of Convergence of the Distribution of Maximum Sums of Independent Random Variables