Nonuniform Estimates of the Accuracy of Normal Approximation of the Distributions of Random Sums of Independent Random Variables

1989 ◽  
Vol 33 (4) ◽  
pp. 755-759 ◽  
Author(s):  
V. Yu. Korolev
Keyword(s):  
Normal Approximation ◽  
Random Variables ◽  
Independent Random Variables ◽  
Random Sums

scholarly journals On large deviations for random sums of the squares of weighted Gaussian random variables

2015 ◽  
Vol 56 ◽  
Author(s):  
Aurelija Kasparavičiūtė ◽  
Dovilė Deltuvienė
Keyword(s):  
Large Deviations ◽  
Normal Approximation ◽  
Random Variables ◽  
Random Sums ◽  
Gaussian Random Variables

The paper considers normal approximation to the distribution of random sums of the squares of independent weighted Gaussian random variables (r.vs.) taking into consideration large deviations in the Cramér zone.

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