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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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.

作者简介

S. Gavrilenko

Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Email: vkorolev@cs.msu.su
俄罗斯联邦, Moscow

V. Zubov

Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Email: vkorolev@cs.msu.su
俄罗斯联邦, Moscow

V. Korolev

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

编辑信件的主要联系方式.
Email: vkorolev@cs.msu.su
俄罗斯联邦, Moscow; Moscow

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