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Approximation for Abel sums of independent, identically distributed random variables

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  • Horváth, Lajos

Abstract

This note represents a probability inequality for an approximation of Abel sums of independent, identically distributed random variables. This approximation implies a rate for the Prohorov-Lévy distance between Abel sums and their limit process.

Suggested Citation

  • Horváth, Lajos, 1985. "Approximation for Abel sums of independent, identically distributed random variables," Statistics & Probability Letters, Elsevier, vol. 3(4), pages 221-225, July.
  • Handle: RePEc:eee:stapro:v:3:y:1985:i:4:p:221-225
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