PRECISION CALCULATION OF DISTRIBUTIONS FOR TRIMMED SUMS
成果类型：
Article
署名作者：
Csoergo, Sandor; Simons, Gordon
署名单位：
University of Michigan System; University of Michigan; University of North Carolina; University of North Carolina Chapel Hill
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/aoap/1177004708
发表日期：
1995
页码：
854-873
关键词：
摘要：
Recursive methods are described for computing the frequency and distribution functions of trimmed sums of independent and identically distributed nonnegative integer-valued random variables. Surprisingly, for fixed arguments, these can be evaluated with just a finite number of arithmetic operations (and whatever else it takes to evaluate the common frequency function of the original summands). These methods give rise to very accurate computational algorithms that permit a delicate numerical investigation, herein described, of Feller's weak law of large numbers and its trimmed version for repeated St. Petersburg games. The performance of Stigler's theorem for the asymptotic distribution of trimmed sums is also investigated on the same example.