Asymptotic expansions for distribution of sums quasi-lattice random variables
Articles
Algimantas Bikelis
Vytautas Magnus University
Kazimieras Padvelskis
Vilnius Gediminas Technical University
Pranas Vaitkus
Vilnius University
Published 2011-12-15
https://doi.org/10.15388/LMR.2011.tt03
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Keywords

Edgeworth expansions
quasi-lattice distributions
Esseen expansions

How to Cite

Bikelis A., Padvelskis K. and Vaitkus P. (2011) “Asymptotic expansions for distribution of sums quasi-lattice random variables”, Lietuvos matematikos rinkinys, 52(proc. LMS), pp. 359-364. doi: 10.15388/LMR.2011.tt03.

Abstract

Althoug Chebyshev [3] and Edeworth [5] had conceived of the formal expansions for distribution of sums of independent random variables, but only in Cramer’s work [4] was laid a proper foundation of this problem. In the case when random variables are lattice Esseen get the asymptotic expansion in a new different form. Here we extend this problem for quasi-lattice random variables.

 

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