Conditioned rates of convergence in the CLT for sums and maximum sums

An interesting recent result of [5], Ann. Probability 5, 595-600) is investigated further. Rates of convergence in the conditioned central limit theorem are developed for partial sums and maximum partial sums, with positive mean and zero mean separately, of sequences of independent identically distributed random variables. As corollaries we obtain a conditioned central limit theorem for maximum partial sums both for positive and zero mean cases.

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Year of publication:	1981
Authors:	Ahmad, Ibrahim A.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 11.1981, 1, p. 40-49
Publisher:	Elsevier
Keywords:	Conditional approximation rates of converge maximum partial sum

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160418