×

Berry-Esseen bounds for finite-population \(t\)-statistics. (English) Zbl 0806.62014

Let \(Q_ N\) be a population of \(N\) balls bearing real numbers \(a_{N1},\dots, a_{NN}\). Draw \(n=n_ N\) balls from \(Q_ N\) randomly without replacement, and denote the numbers appearing on these \(n\) balls by \(X_ 1,\dots, X_ n\). Write \(p= n/N\), \(q=1-p\), \[ \begin{alignedat}{2} \mu_ N &= EX_ 1= N^{-1} \sum^ N_{j=1} a_{Nj}, \qquad &\sigma^ 2_ N &= N^{-1} \sum^ N_{j=1} (a_{Nj}- \mu_ N)^ 2,\\ \overline{X}_ N &= n^{-1} \sum^ N_{j=1} X_ j, &\widehat{\sigma}^ 2_ n &= (n-1)^{-1} \sum^ N_{j=1} (X_ j- \overline{X}_ n)^ 2. \end{alignedat} \] Throughout this paper we assume that \(\sigma_ N>0\) and \(0<p<1\). For simplicity, we write \(a_ j\), \(\mu\), \(\sigma\), \(\overline{X}\), \(\widehat{\sigma}\) for \(a_{Nj}\), \(\mu_ n\), \(\sigma_ N\), \(\overline{X}_ n\), \(\widehat{\sigma}_ n\) and so on. Let \(\Phi(\cdot)\) be the distribution function of the standard normal \(N(0,1)\). It is proved by Th. Höglund [Scand. J. Statistics, Theory Appl. 5, 69-71 (1978; Zbl 0382.60028)] that \[ \sup_ x | P(\sqrt{n} (\overline{X}- \mu)/ (\sigma \sqrt{q})\leq x)- \Phi(x)|\leq C(Npq)^{-1/2} E| X_ 1|^ 3/ \sigma^ 3. \] We denote by \(C\) a constant which may take different values in different places. We establish a similar bound for the finite-population \(t\)- statistic \(t_ n= \sqrt{n} (\overline{X}- \mu)/ \widehat{\sigma} \sqrt{q}\).

MSC:

62E20 Asymptotic distribution theory in statistics
62E99 Statistical distribution theory

Citations:

Zbl 0382.60028
Full Text: DOI

References:

[1] Callaert, H.; Veraberbeke, N., The order of the normal approximation for a Studentized U-statistic, Ann. Statist., 9, 194-200 (1981) · Zbl 0457.62018
[2] Chen, X., Berry—Esseen bounds for error variance estimates in linear models, Scientia Sinica, 24, 899-913 (1981) · Zbl 0483.62011
[3] Helmers, R., The Berry—Esseen bound for Studentized U-statistics, Canad. J. Statist., 13, 79-82 (1985) · Zbl 0565.62005
[4] Hoeffding, W., Probability inequalities for sums of bounded random variables, J. Amer. Statist. Assoc., 58, 13-30 (1963) · Zbl 0127.10602
[5] Höglund, T., Sampling from a finite population, a remainder term estimate, Scand. J. Statist., 5, 69-71 (1978) · Zbl 0382.60028
[6] Prášková, Z., Proceedings of the Fourth Prague Symposium on Asymptotic Statistics, (Sampling from a finite set of random variables: the Berry—Esseen bound for the Studentized mean (1989), Charles University: Charles University Prague), 67-82, Prague, 1988 · Zbl 0698.62013
[7] Serfling, J. R., Approximation Theorems of Mathematical Statistics (1980), Wiley: Wiley New York · Zbl 0538.62002
[8] Slavova, V. V., On the Berry—Esseen bound for the Student’s statistic, (Stability Problems for Stochastic Models, 1155 (1985), Springer: Springer Berlin), 355-390, Lecture Notes in Mathematics · Zbl 0603.60026
[9] Zhao, L., The rate of the normal approximation for a Studentized U-statistic, Science Exploration, 3, 45-52 (1983) · Zbl 0514.62029
[10] Zhao, L.; Chen, X., Berry—Esseen bounds for finite-population U-statistics, Scientia Sinica, 123-135 (1985), (in Chinese)
[11] Zhao, L.; Chen, X., Berry—Esseen bounds for finite-population U-statistics, Scientia Sinica, 30, 113-127 (1987), (in English) · Zbl 0665.60029
[12] Zhao, L.; Chen, X., Normal approximation for finite-population U-statistics, Acta Math. Appl. Sinica, 6, 263-272 (1990) · Zbl 0724.60024
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.