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Title

On Mieshalkin-Rogozin theorem and some properties of the second kind beta distribution

Authors 1

Affiliations

  1. Technical University, 90-924 Łódź, A. Politechniki 11

Abstract

The decomposition of the r.v. X with the beta second kind distribution in the form of finite (formula (9), Theorem 1) and infinity products (formula (17), Theorem 2 and form (21), Theorem 3) are presented. Next applying Mieshalkin - Rogozin theorem we receive the estimation of the difference of two c.d.f. F(x) and G(x) when sup|f(t) - g(t)| is known, improving the result of Gnedenko - Kolmogorov (formulae (23) and (24)).

Keywords

ENG
Mieshalkin - Rogozin theorem, result of Kolmogorov, Knar formula

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Discussiones Mathematicae Probability and Statistics
2000/20/2
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Pages:
211-221
Main language of publication
English
Received
2000-02-10
Published
2000

DOI: 10.7151/dmps.1012

Exact and natural sciences