Asymptotic Distributions and Berry-Esseen Bounds for Sums of Record Values
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1. | Title | Title of document | Asymptotic Distributions and Berry-Esseen Bounds for Sums of Record Values |
2. | Creator | Author's name, affiliation, country | Qi-Man Shao; University of Oregon and National University of Singapore |
2. | Creator | Author's name, affiliation, country | Chun Su; University of Science an Technology of China |
2. | Creator | Author's name, affiliation, country | Gang Wei; Hong Kong Baptist University |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | |
4. | Description | Abstract | Let $\{U_n, n \geq 1\}$ be independent uniformly distributed random variables, and $\{Y_n, n \geq 1\}$ be independent and identically distributed non-negative random variables with finite third moments. Denote $S_n = \sum_{i=1}^n Y_i$ and assume that $ (U_1, \cdots, U_n)$ and $S_{n+1}$ are independent for every fixed $n$. In this paper we obtain Berry-Esseen bounds for $\sum_{i=1}^n \psi(U_i S_{n+1})$, where $\psi$ is a non-negative function. As an application, we give Berry-Esseen bounds and asymptotic distributions for sums of record values. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2004-06-25 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/210 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v9-210 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 9 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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