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Rate of convergence to the normal law of order statistics for nonidentically distributed random variables

Abstract

One obtains estimates for the rate of convergence to the normal law as n→∞ of order statistics Xk,n in the case of nonidentically distributed random variables.

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Additional information

Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 130, pp. 137–146, 1983.

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Nevzorov, V.B. Rate of convergence to the normal law of order statistics for nonidentically distributed random variables. J Math Sci 27, 3263–3270 (1984). https://doi.org/10.1007/BF01850675

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Keywords

  • Order Statistic