On normal approximation rates for certain sums of dependent random variables
β Scribed by Yosef Rinott
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 589 KB
- Volume
- 55
- Category
- Article
- ISSN
- 0377-0427
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The random variables (r.vs.) X , . i E S : = ( 1 , 2 ...I, to he dealt uith are measurable mappings from a probability space (9. 91, P ) into a measure space (B, %), R being a RANACH space with a countable hasis (e,),,,, and ' 3 the o-algebra of 13orel sets of B. The type of convergence to be mainly
When it comes to modeling dependent random variables, not surprisingly, the multivariate normal distribution has received the most attention because of its many appealing properties. However, when it comes to practical implementation, the same family of distribution is often rejected for modeling fi