The Rate of Convergence of the Distributions of Regular Statistics Constructed from Samples with Negatively Binomially Distributed Random Sizes to the Student Distribution


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Resumo

New estimates are obtained for the rate of convergence of the negative binomial distribution with parameters (r, p) to the gamma-distribution with parameters (r, r) when p → 0. The main result is a considerable improvement of convergence rate estimates for regular statistics constructed from samples with negatively binomially distributed random sizes to the Student distribution.

Sobre autores

S. Gavrilenko

Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Email: vkorolev@cs.msu.su
Rússia, Moscow

V. Zubov

Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Email: vkorolev@cs.msu.su
Rússia, Moscow

V. Korolev

Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics; Institute of Informatics Problems of RAS

Autor responsável pela correspondência
Email: vkorolev@cs.msu.su
Rússia, Moscow; Moscow

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