On the asymptotic equivalence ofL
pmetrics for convergence to normality |
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Authors: | C C Heyde T Nakata |
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Institution: | (1) Department of Statistics, University of Melbourne, 3052 Parkville, Vic., Australia;(2) Chukyo University, 101-2 Yagoto Honmachi, Showa-Ku, Nagoya City, Japan |
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Abstract: | Summary This paper is concerned with the rate of convergence to zero of theL
pmetrics
np1p, constructed out of differences between distribution functions, for departure from normality for normed sums of independent and identically distributed random variables with zero mean and unit variance. It is shown that the
np are, under broad conditions, asymptotically equivalent in the strong sense that, for 1p, p,
np/np is universally bounded away from zero and infinity asn. |
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Keywords: | |
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