Abstract
The rate of convergence of the distribution function of a linear combination of order statistics of n independent and identically distributed random variables with a common distribution function F to its normal limit is investigated. Under the assumptions some α 1, , α 2, β 2 > 0 and with some 0 ≤ κ < 4/3 and appropriate moment conditions a Berry-Esseen bound is given. If the coefficients are generated by a sequence of weight functions of a special structure, then the rate is shown to be . Finally, the result is applied for a statistic, which is widely used in auditing.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
