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| CONVERGENCE RATE OF DISTRIBUTIONS OF TRIMMED SUMS |
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Citation： |
Qi Yongcheng,Cheng Shihong.CONVERGENCE RATE OF DISTRIBUTIONS OF TRIMMED SUMS[J].Chinese Annals of Mathematics B,1996,17(3):349~364 |
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Net amount： 649 |
Authors： |
Qi Yongcheng; Cheng Shihong |
Foundation： |
Project supported by the National Natural Science
Foundation of China |
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| Abstract： |
The authors first derive the normal
expansion of the joint density function of two order statistics from
the uniform
distribution and then, using the approximation, establish a way to estimate
the normal convergence rate for trimmed sums. For applications, the
convergence rates for the intermediately trimmed sums and heavily
trimmed sums are found out. |
Keywords： |
Trimmed sum, Order statistics, Convergence rate, Normal
approximation |
Classification： |
60F05 |
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