A note on sums of independent uniformly distributed random variables
Rafał Latała, Krzysztof Oleszkiewicz (1995)
Colloquium Mathematicae
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Rafał Latała, Krzysztof Oleszkiewicz (1995)
Colloquium Mathematicae
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Wojciech Szatzschneider (1978)
Studia Mathematica
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Ramón Ardanuy, Angel Luis Sánchez (1992)
Extracta Mathematicae
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In this paper we prove two Liapounov's central limit theorems for a sequence of independent p-dimensional random vectors, with mean and variance and covariance matrix ∑n, in cases of both general and uniformly bounded sequence.
Vlasta Kaňková (1990)
Kybernetika
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Paul Erdös, A Rényi (1960)
Acta Arithmetica
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Emile Le Page, Marc Peigné (1999)
Revista Matemática Iberoamericana
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Let Gd be the semi-direct product of R*+ and Rd, d ≥ 1 and let us consider the product group Gd,N = Gd x RN, N ≥ 1. For a large class of probability measures μ on Gd,N, one prove that there exists ρ(μ) ∈ ]0,1] such that the sequence of finite measures {(n(N+3)/2 / ρ(μ)n) μ*n...
Sanjar Aspandiiarov, Roudolf Iasnogorodski (1999)
Annales de l'I.H.P. Probabilités et statistiques
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Vacys Bagdonavicius, Mikhail Nikulin (1997)
Qüestiió
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Generalizations of the additive hazards model are considered. Estimates of the regression parameters and baseline function are proposed, when covariates are random. The asymptotic properties of estimators are considered.