On self-normalized sums and student's statistic

Novak, Serguei (2005) On self-normalized sums and student's statistic. Theory of Probability and Its Applications, 49 (2). pp. 336-344. ISSN 0040-585X

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Abstract

We evaluate the accuracy of normal approximation for the distributions of some nonlinear functionals of sums of random vectors. A Berry--Esseen type inequality {\em with explicit constants} for the distribution of Student's statistic is established as a consequence of the main result.

Item Type: Article
Research Areas: A. > School of Science and Technology > Design Engineering and Mathematics
ISI Impact: 0
Item ID: 586
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Depositing User: Repository team
Date Deposited: 28 Nov 2008 14:27
Last Modified: 27 Jan 2016 11:54
URI: http://eprints.mdx.ac.uk/id/eprint/586

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