An Estimate of the Absolute Constant in the Inequality for the Uniform Distance Between the Distributions of Sequential Sums of Independent Random Variables
- Authors: Maistrenko E.L.1
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Affiliations:
- St. Petersburg State University
- Issue: Vol 229, No 6 (2018)
- Pages: 741-743
- Section: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/240546
- DOI: https://doi.org/10.1007/s10958-018-3713-4
- ID: 240546
Cite item
Abstract
Some of known inequalities for the uniform distance between distributions of sequential sums of independent identically distributed random variables are considered. In the case where the distribution F has 0 as the q-quantile, an upper bound for the absolute constant in the inequality is given.
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About the authors
E. L. Maistrenko
St. Petersburg State University
Author for correspondence.
Email: glmeist@gmail.com
Russian Federation, St. Petersburg
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