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Conditioned rates of convergence in the CLT for sums and maximum sums

✍ Scribed by Ibrahim A Ahmad

Publisher
Elsevier Science
Year
1981
Tongue
English
Weight
376 KB
Volume
11
Category
Article
ISSN
0047-259X

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πŸ“œ SIMILAR VOLUMES

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This paper derives the normal convergence rate for sums of extreme values. The exact rates are obtained under some regularity and smoothing conditions on the tail of the distribution of the sample.

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is non-decreasing. Thus, if one applies the c,-inequality, the inequality follows trivially. From this and from the preceding inequality we obtain By our condition the sums on the right hand side converge to 0 as n -+ + 00. This proves the assertion. Remarks. It is easy to see that for p > 2 our c