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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 3, Pages 506–519 (Mi tvp731)  

This article is cited in 26 scientific papers (total in 27 papers)

On the Chebyshev–Cramér asymptotic expansions

I. A. Ibragimov

Leningrad
Abstract: Let ξ1,,ξn, be a sequence of independent identically distributed random variables with a distribution function (d.f.) F(x) and let Eξi=0, Dξi=1. Denote P{1nn1ξi<x}=Fn(x). Let β1,β2,,βn, be a numerical sequence such that β1=Eξ1=0, β2=Eξ21=1 and the other βs are arbitrary. Let us connect with the β-sequence the sequence {Qn(x)} of the Chebyshev–Cramér polynomials constructed in such a way as if {βn} were the sequence of moments of some distribution. We investigate the rate of convergence of the difference
supn|Fn(x)[Φ(x)+12πex2/2ks=1Qs(x)ns/2]|
to zero (here Φ(x) is the normal d.f.).
Received: 12.01.1966
English version:
Theory of Probability and its Applications, 1967, Volume 12, Issue 3, Pages 455–469
DOI: https://doi.org/10.1137/1112055
Bibliographic databases:
Language: Russian
Citation: I. A. Ibragimov, “On the Chebyshev–Cramér asymptotic expansions”, Teor. Veroyatnost. i Primenen., 12:3 (1967), 506–519; Theory Probab. Appl., 12:3 (1967), 455–469
Citation in format AMSBIB
\Bibitem{Ibr67}
\by I.~A.~Ibragimov
\paper On the Chebyshev--Cram\'er asymptotic expansions
\jour Teor. Veroyatnost. i Primenen.
\yr 1967
\vol 12
\issue 3
\pages 506--519
\mathnet{http://mi.mathnet.ru/tvp731}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=216550}
\zmath{https://zbmath.org/?q=an:0201.51001}
\transl
\jour Theory Probab. Appl.
\yr 1967
\vol 12
\issue 3
\pages 455--469
\crossref{https://doi.org/10.1137/1112055}
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  • https://www.mathnet.ru/eng/tvp731
  • https://www.mathnet.ru/eng/tvp/v12/i3/p506
  • This publication is cited in the following 27 articles:
    1. A. A. Borovkov, Al. V. Bulinski, A. M. Vershik, D. Zaporozhets, A. S. Holevo, A. N. Shiryaev, “Ildar Abdullovich Ibragimov (on his ninetieth birthday)”, Russian Math. Surveys, 78:3 (2023), 573–583  mathnet  crossref  crossref  mathscinet  adsnasa  isi
    2. Stanislav Minsker, “Distributed statistical estimation and rates of convergence in normal approximation”, Electron. J. Statist., 13:2 (2019)  crossref
    3. M. A. Lifshits, Ya. Yu. Nikitin, V. V. Petrov, A. Yu. Zaitsev, A. A. Zinger, “Toward the history of the Saint Petersburg school of probability and statistics. I. Limit theorems for sums of independent random variables”, Vestn. St Petersb. Univ. Math., 51:2 (2018), 144–163  crossref  crossref  mathscinet  zmath  isi  elib  scopus
    4. Aurelija Kasparavičiūtė, Theorems of Large Deviations for the Sums of a Random Number of Independent Random Variables, 2013  crossref
    5. C. C. Heyde, T. Nakata, Selected Works of C.C. Heyde, 2010, 376  crossref
    6. Allen Roginsky, “Average error in the central limit theorem for the cumulative processes”, Statistics & Probability Letters, 24:3 (1995), 199  crossref
    7. Allen L. Roginsky, “A Central Limit Theorem for Cumulative Processes”, Advances in Applied Probability, 26:1 (1994), 104  crossref
    8. Allen L. Roginsky, “A Central Limit Theorem for Cumulative Processes”, Adv. Appl. Probab., 26:01 (1994), 104  crossref
    9. C. C. Heyde, T. Nakata, “On the asymptotic equivalence ofL pmetrics for convergence to normality”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 68:1 (1984), 97  crossref
    10. Peter Hall, “Fast rates of convergence in the central limit theorem”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 62:4 (1983), 491  crossref
    11. P.L. Butzer, L. Hahn, M.Th. Roeckerath, Contributions to Probability, 1981, 77  crossref
    12. Peter Hall, “Characterizing the rate of convergence in the central limit theorem. II”, Math. Proc. Camb. Phil. Soc., 89:3 (1981), 511  crossref
    13. A.K. Basu, “On the rate of approximation in the central limit theorem for dependent random variables and random vectors”, Journal of Multivariate Analysis, 10:4 (1980), 565  crossref
    14. P. L. Butzer, W. Dickmeis, L. Hahn, R. J. Nessel, “Lax-type theorems and a unified approach to some limit theorems in probability theory with rates”, Results. Math., 2:1-2 (1979), 30  crossref
    15. P. L. Butzer, L. Hahn, “On the Connections Between the Rates of Norm and Weak Convergence in the Central Limit Theorem”, Mathematische Nachrichten, 91:1 (1979), 245  crossref
    16. L. V. Rozovskiǐ, “On asymptotic behaviour of the remainder term in the central limit theorem”, Theory Probab. Appl., 23:1 (1978), 106–116  mathnet  mathnet  crossref
    17. P.L. Butzer, L. Hahn, “General theorems on rates of convergence in distribution of random variables I. General limit theorems”, Journal of Multivariate Analysis, 8:2 (1978), 181  crossref
    18. Lothar Hahn, Linear Spaces and Approximation / Lineare Räume und Approximation, 1978, 583  crossref
    19. P. L. Butzer, L. Hahn, “Approximationsordnung im Zentralen Grenzwertsatz und für den Erwartungswert der standardisierten Summenvariablen”, Math. Nachr., 75:1 (1976), 113  crossref
    20. В. A. Lifšic, “On the accuracy of approximation in the central limit theorem”, Theory Probab. Appl., 21:1 (1976), 108–124  mathnet  mathnet  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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