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WROCŁAW UNIVERSITY
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TECHNOLOGY

Contents of PMS, Vol. 14, Fasc. 2,
pages 313 - 326
 

ON THE RATE OF CONVERGENCE FOR DISTRIBUTIONS OF INTEGRAL TYPE FUNCTIONALS FOR SUMS OF INFIMA OF INDEPENDENT RANDOM VARIABLES

Halina Hebda-Grabowska

Abstract: Let (X ,n > 1) n be a sequence of independent random variables uniformly distributed on [0,1]. Put

* sum n * Xm = inf(X1, X2,...,Xm), m > 1, and Sn = X m,n > 1. m=1

In this paper the convergence rate for distributions of integral type functionals for sums Sn, n > 1, is obtained.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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