On Nonuniform Estimates of the Rate of Convergence in the Central Limit Theorem for Functions of the Average of Independent Random Variables

Author(s):  
B. Bartmańska ◽  
D. Szynal
1994 ◽  
Vol 17 (2) ◽  
pp. 323-340 ◽  
Author(s):  
Deli Li ◽  
M. Bhaskara Rao ◽  
Xiangchen Wang

Combining Feller's criterion with a non-uniform estimate result in the context of the Central Limit Theorem for partial sums of independent random variables, we obtain several results on the Law of the Iterated Logarithm. Two of these results refine corresponding results of Wittmann (1985) and Egorov (1971). In addition, these results are compared with the corresponding results of Teicher (1974), Tomkins (1983) and Tomkins (1990)


1994 ◽  
Vol 26 (01) ◽  
pp. 104-121 ◽  
Author(s):  
Allen L. Roginsky

A central limit theorem for cumulative processes was first derived by Smith (1955). No remainder term was given. We use a different approach to obtain such a term here. The rate of convergence is the same as that in the central limit theorems for sequences of independent random variables.


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