An inequality for the asymmetry of distributions and a Berry-Esseen theorem for random summation

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Authors Hendrik Kläver, N. Schmitz

Publication date 9 January 2008

Full work available at URL https://eudml.org/doc/128496, http://www.emis.de/journals/JIPAM/article645.html

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zbMATH Keywords

asymmetry of distributionsBerry-Esseen theorem for random sumscentral limit theorem for random sumsrandom number of i.i.d. random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cited in

(5)

• Berry-Esseen bounds for random sums of non-i.i.d. random variables
• An extension of random summations of independent and identically distributed random variables
• On Esseen type inequalities for combinatorial random sums
• Normal approximation for random sums
• Asymptotic results for random sums of dependent random variables

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