On the rate of convergence of the distributions of certain statistics to the Laplace distribution
O. O. Lyamin · Moscow University Computational Mathematics and Cybernetics · 2010
An estimation of the rate of convergence of the distributions of asymptotically normal statistics based on a random sample of random size to the Laplace distribution is obtained. It is assumed that the random size of a sample does not depend on the members of the sample and has a number of special properties.