Approximations: replacing random variables with their means
نویسندگان
چکیده
منابع مشابه
Sums of a Random Number of Random Variables and Their Approximations with Ν-accompanying Infinitely Divisible Laws
In this paper a general theory of a random number of random variables is constructed. A description of all random variables ν admitting an analog of the Gaussian distribution under ν-summation, that is, the summation of a random number ν of random terms, is given. The ν-infinitely divisible distributions are described for these ν-summations and finite estimates of the approximation of ν-sum dis...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2014
ISSN: 0021-9002,1475-6072
DOI: 10.1017/s0021900200021185