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{1√n∑n1ξi<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)+1√2πe−x2/2k∑s=1Qs(x)ns/2]|
to zero (here Φ(x) is the normal d.f.).
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
\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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