Displaying similar documents to “Nonlinear error propagation law”

A vectorial expression for Liapounov's central limit theorem.

Ramón Ardanuy, Angel Luis Sánchez (1992)

Extracta Mathematicae

Similarity:

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.

On mean central limit theorems for stationary sequences

Jérôme Dedecker, Emmanuel Rio (2008)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

In this paper, we give estimates of the minimal 𝕃 1 distance between the distribution of the normalized partial sum and the limiting gaussian distribution for stationary sequences satisfying projective criteria in the style of Gordin or weak dependence conditions.

Normalizing constants for a statistic based on logarithms of disjoint m-spacings

Franciszek Czekała (1996)

Applicationes Mathematicae

Similarity:

The paper is concerned with the asymptotic normality of a certain statistic based on the logarithms of disjoint m-spacings. The exact and asymptotic mean and variance are computed in the case of uniform distribution on the interval [0,1]. This result is generalized to the case when the sample is drawn from a distribution with positive step density on [0,1].