The exact approximation order of the random maximum Of cumulative sums Of independent variables

DOI10.1080/07474949308836274zbMATH Open0771.62013OpenAlexW2062991747MaRDI QIDQ5286684FDOQ5286684

Authors: Stergios Fotopoulos 

Publication date: 20 September 1993

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3640

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zbMATH Keywords

rate of convergenceCUSUMWiener processquality controlBerry-Esseen inequalitystopping rulesindependent, identically distributed random variablesHausdorff-metricapproximation order of the uniform distancerandom maximum of cumulative sums

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sequential statistical methods (62L99)

Cites Work

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• CONTINUOUS INSPECTION SCHEMES
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• Sharp orders of convergence in the random central limit theorem
• Moment inequalities and the strong laws of large numbers
• On certain limit theorems of the theory of probability
• On the central limit theorem for the sum of a random number of independent random variables
• On the central limit theorem for the sum of a random number of independent random variables
• An inequality for the Hausdorff-metric of \(\sigma\)-fields
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• On the Speed of Convergence of the Distribution of Maximum Sums of Independent Random Variables
• Convergence of some expected first passage times
• Uniform normal approximation orders for families of dominated measures
• Exact approximation orders in the conditional central limit theorem
• A limit theorem for the maximum of cumulative sums

Cited In (4)

• Convergence rate estimates in some limit theorems for maximum random sums
• Distance between exact and approximate distributions of partial maxima under power normalization
• Title not available (Why is that?)
• Title not available (Why is that?)

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