Mixing normal approximations of vectors of sums and maximum sums

  • Ibrahim A. Ahmad
Article
  • 12 Downloads

Summary

The conditioned central limit theorem for the vector of maximum partial sums based on independent identically distributed random vectors is investigated and the rate of convergence is discussed. The conditioning is that of Rényi (1958,Acta Math. Acad. Sci. Hungar.,9, 215–228). Analogous results for the vector of partial sums are obtained.

AMS 1980 subject classification

Primary 60F05 Secondary 60G40, 60J15 

Key words and phrases

Central limit theorem rates of convergence random vectors maximum sums 

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References

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    Ahmad, I. A. (1979). A note on rates of convergence in the multidimensional CLT for maximum partial sums,J. Multivariate Anal.,9, 314–321.MATHMathSciNetCrossRefGoogle Scholar
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    Sazonov, V. V. (1968). On the multidimensional CLT,Sankhyã, A,30, 181–204.MATHMathSciNetGoogle Scholar

Copyright information

© Kluwer Academic Publishers 1981

Authors and Affiliations

  • Ibrahim A. Ahmad

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