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Details for article 4 of 13 found articles
| Title: |
An Approximation for the Error of the Normal Approximation to a Linear Combination of Independently Distributed Random Variables |
| Author: |
Shore, Haim |
| Appeared in: |
IIE transactions |
| Paging: | Volume 20 (1988) nr. 3 pages 242-426 |
| Year: |
1988-09-01 |
| Contents: |
A new approximation introduced elsewhere is employed to approximate the error associated with the central limit approximation. In particular, the respective error obtained on approximating a linear combination of n independently distributed random variables (Sn) is examined, and it is shown that the unstandardized error is approximately independent of n. Two examples, for a discrete and for a continuous Sn, demonstrate that if a correction term, based on the above error approximation, is added to the traditional central limit approximation a remarkable improvement of accuracy ensues. Some implications of the new approximation are probed. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 4 of 13 found articles
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