Open AccessNormal approximation for sum of random number of summands
Author(s) -
L. Saulis,
Dovilė Deltuvienė
Publication year - 2021
Publication title -
lietuvos matematikos rinkinys
Language(s) - English
Resource type - Journals
eISSN - 2335-898X
pISSN - 0132-2818
DOI - 10.15388/lmr.2007.24257
Subject(s) - random variable , mathematics , variance (accounting) , integer (computer science) , combinatorics , variable (mathematics) , statistics , discrete mathematics , mathematical analysis , computer science , economics , accounting , programming language
Normal aproximationof sum Zt =ΣNti=1Xi of i.i.d. random variables (r.v.) Xi , i = 1, 2, . . . with mean EXi = μ and variance DXi = σ2 > 0 is analyzed taking into consideration large deviations. Here Nt is non-negative integer-valued random variable, which depends on t , but not depends at Xi , i = 1, 2, . . ..
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