Bounds for the Distance Between the Distributions of Sums of Absolutely Continuous i.i.d. Convex-Ordered Random Variables with Applications
DOI10.1239/jap/1238592128zbMath1162.60306MaRDI QIDQ3621159
Tasos C. Christofides, Eutichia Vaggelatou
Publication date: 14 April 2009
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1238592128
Kolmogorov distance; Weibull distribution; normal approximation; convex order; total variation distance; Zolotarev's ideal metric of order 2; gamma approximation; student distribution; NBUE/NWUE
62E20: Asymptotic distribution theory in statistics
60E15: Inequalities; stochastic orderings
60G50: Sums of independent random variables; random walks
62E17: Approximations to statistical distributions (nonasymptotic)
60K10: Applications of renewal theory (reliability, demand theory, etc.)
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