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Non-uniform Estimates in the Approximation by the Irwin Law
Author(s) -
Kazimieras Padvelskis,
Ruslan Prigodin
Publication year - 2016
Publication title -
lithuanian journal of statistics
Language(s) - English
Resource type - Journals
ISSN - 2029-7262
DOI - 10.15388/ljs.2016.13873
Subject(s) - cumulant , mathematics , cumulative distribution function , remainder , edgeworth series , random variable , function (biology) , distribution (mathematics) , q function , term (time) , mathematical analysis , probability density function , statistics , physics , quantum mechanics , arithmetic , evolutionary biology , biology
We consider an approximation of a cumulative distribution function F(x) by the cumulative distributionfunction G(x) of the Irwin law. In this case, a function F(x) can be cumulative distribution functions of sums (products) ofindependent (dependent) random variables. Remainder term of the approximation is estimated by the cumulant method.The cumulant method is used by introducing special cumulants, satisfying the V. Statulevicius type condition. The mainresult is a nonuniform bound for the difference |F(x)-G(x)| in terms of special cumulants of the symmetric cumulativedistribution function F(x).

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