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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 4, Pages 625–636
(Mi tvp2211)
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This article is cited in 28 scientific papers (total in 28 papers)
On the accuracy of approximation of distributions of sums of independent random variables – which are nonzero with a small probability – by means of accompanying laws
A. Yu. Zaitsev Leningrad
Abstract:
Let $G_i=(1-p_i)E+p_iB_i$ where $0\le p_i\le 1$, $E$ is the distribution concentrated at zero, $B_i$ is an arbitrary one-dimensional distribution, $\displaystyle p=\max_{1\le i\le n}p_i$. Define
$$
G=\prod_{i=1}^nG_i,\qquad D=\prod_{i=1}^n\exp(G_i-E).
$$
Then
$$
\sup_x|G\{(-\infty,x)\}-D\{(-\infty,x)\}|\le cp.
$$
Received: 23.05.1981
Citation:
A. Yu. Zaitsev, “On the accuracy of approximation of distributions of sums of independent random variables – which are nonzero with a small probability – by means of accompanying laws”, Teor. Veroyatnost. i Primenen., 28:4 (1983), 625–636; Theory Probab. Appl., 28:4 (1984), 657–669
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