Upper-bound estimates for weighted sums satisfying Cramer’s condition
Let S = ω1S1 + ω2S2 + ⋯ + ωNSN. Here Sj is the sum of identically distributed random variables and ωj > 0 denotes weight. We consider the case, when Sj is the sum of independent random variables satisfying Cramer’s condition. Upper-bounds for the accuracy of compound Poisson first and second o...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2023-09-01
|
| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.zurnalai.vu.lt/LMR/article/view/30784 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|