Inequalities for Conditioned Normal Approximations
Landers, D. ; Rogge, L.
Ann. Probab., Tome 5 (1977) no. 6, p. 595-600 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Let $X_n$ be a sequence of i.i.d. random variables with mean 0 and variance 1. Let $S_n^\ast = n^{-\frac{1}{2}} \sum^n_{\nu=1} X_\nu$. We investigate in this paper the convergence order in conditioned central limit theorems, that is, the convergence order of $\sup_{t\in\mathbb{R}}|P(S_n^\ast < t|B) - \phi(t)|$.
Publié le : 1977-08-14
Classification:  Conditional approximation,  order of convergence,  60F05,  60J15 
@article{1176995769,
     author = {Landers, D. and Rogge, L.},
     title = {Inequalities for Conditioned Normal Approximations},
     journal = {Ann. Probab.},
     volume = {5},
     number = {6},
     year = {1977},
     pages = { 595-600},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995769}
}

Landers, D.; Rogge, L. Inequalities for Conditioned Normal Approximations. Ann. Probab., Tome 5 (1977) no. 6, pp.  595-600. http://gdmltest.u-ga.fr/item/1176995769/