On the normal approximation of a sum of a random number of independent random variables

DOI10.1007/s10986-012-9185-1zbMath1260.60042MaRDI QIDQ1936268

Jonas Kazys Sunklodas

Publication date: 21 February 2013

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

Full work available at URL: https://doi.org/10.1007/s10986-012-9185-1

zbMATH Keywords

Stein's method; central limit theorem; normal approximation; Lipschitz condition; random sum

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

Related Items

Convergence Rate Estimates in the Global CLT for Compound Mixed Poisson Distributions, Sum of a Random Number of Correlated Random Variables that Depend on the Number of Summands, On the normal approximation under some condition for a differential equation of the characteristic function, On the normal approximation of a binomial random sum, \(L_1\) bounds for asymptotic normality of random sums of independent random variables, On the normal approximation of a negative binomial random sum

Cites Work

• Estimate of the bounded Lipschitz metric for sums of weakly dependent random variables
• Some approximation methods for the distribution of random sums
• The Esseen inequality for sums of a random number of differently distributed random variables
• Some remarks on the accuracy of normal approximation to distributions of random sums
• On Berry-Esseen results for the compound Poisson distribution
• On approximations to generalized Poisson distributions
• Some estimates of normal approximation for the distribution of a sum of a random number of independent random variables
• Normal Approximation by Stein’s Method
• Multiple comparisons and sums of dissociated random variables
• The asymptotic distribution of the sum of a random number of random variables
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