Conditioned rates of convergence in the CLT for sums and maximum sums

Ibrahim A. Ahmad

Journal of Multivariate Analysis, 1981, vol. 11, issue 1, 40-49

Abstract: An interesting recent result of [5], Ann. Probability 5, 595-600) is investigated further. Rates of convergence in the conditioned central limit theorem are developed for partial sums and maximum partial sums, with positive mean and zero mean separately, of sequences of independent identically distributed random variables. As corollaries we obtain a conditioned central limit theorem for maximum partial sums both for positive and zero mean cases.

Keywords: Conditional; approximation; rates; of; converge; maximum; partial; sum (search for similar items in EconPapers)
Date: 1981
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