Rate of Convergence in Bootstrap Approximations with Random Sample size

Nguyen Van Toan

Abstract

        We give the convergence rates of the random sample size bootstrap approximations of the distribution of the sample mean. Using the quantity an2 = E[(Nn / n  - 1)2], where Nn  is the random sample size, we obtain a convergence rate O(n1/2 (loglog n)1/2)  if  an = O(n- 1/2(loglog n)1/ 2).