On self-normalized sums and student's statistic
Article
Novak, S. 2005. On self-normalized sums and student's statistic. Theory of Probability and Its Applications. 49 (2), pp. 336-344. https://doi.org/10.1137/S0040585X97981081
Type | Article |
---|---|
Title | On self-normalized sums and student's statistic |
Authors | Novak, S. |
Abstract | We evaluate the accuracy of normal approximation for the distributions of some nonlinear functionals of sums of random vectors. A Berry--Esseen type inequality {\em with explicit constants} for the distribution of Student's statistic is established as a consequence of the main result. |
Journal | Theory of Probability and Its Applications |
ISSN | 0040-585X |
Publication dates | |
01 Mar 2005 | |
Publication process dates | |
Deposited | 28 Nov 2008 |
Output status | Published |
Digital Object Identifier (DOI) | https://doi.org/10.1137/S0040585X97981081 |
Language | English |
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