Estimates of the Rate of Convergence in the Limit Theorem for Negative Binomial Random Sums

Estimates of the Rate of Convergence in the Limit Theorem for Negative Binomial Random Sums

New practically applicable estimates are constructed for the accuracy of approximation to the distributions of negative binomial random sums in the case where the shape parameter r > 0 of the negative binomial distribution satisfies the condition r ⩽ δ /2, where 2 + δ is the maximum order of the...

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Veröffentlicht in:Journal of mathematical sciences (New York, N.Y.) N.Y.), 2022-10, Vol.267 (2), p.158-169
1. Verfasser: Nefedova, Yu. S.
Format: Artikel
Sprache:eng
Schlagworte:
Distribution (Probability theory)
Estimates
Mathematics
Mathematics and Statistics
Sums
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Zusammenfassung:New practically applicable estimates are constructed for the accuracy of approximation to the distributions of negative binomial random sums in the case where the shape parameter r > 0 of the negative binomial distribution satisfies the condition r ⩽ δ /2, where 2 + δ is the maximum order of the moment of random summands, δ ∈ (0, 1].
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-022-06121-2