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Informatika i Ee Primeneniya [Informatics and its Applications], 2011, Volume 5, Issue 3, Pages 64–66 (Mi ia160)  

This article is cited in 11 scientific papers (total in 11 papers)

On the Berry–Esseen type inequalities for poisson random sums

V. Yu. Korolevab, I. G. Shevtsovaab, S. Ya. Shorgina

a Institute for Problems of Informatics RAS
b M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
References:
Abstract: For the uniform distance between the distribution function $\Phi(x)$ of the standard normal random variable and the distribution function $F_\lambda(x)$ of the Poisson random sum of independent identically distributed random variables $X_1, X_2,\dots$ with finite third absolute moment, $\lambda>0$ being the parameter of the Poisson index, it is proved the inequality
$$ \sup_{x}|F_\lambda(x)-\Phi(x)|\le 0.4532\frac{\mathsf E|X_1-\mathsf E X_1|^3}{(\mathsf D X_1)^{3/2}\sqrt{\lambda}}\,,\quad \lambda>0, $$
which is similar to the Berry–Esseen estimate and uses the central moments, unlike the known analogous inequalities based on the noncentral moments.
Keywords: Poisson random sum; central limit theorem; convergence rate estimate; Berry–Esseen inequality; absolute constant.
Document Type: Article
Language: Russian
Citation: V. Yu. Korolev, I. G. Shevtsova, S. Ya. Shorgin, “On the Berry–Esseen type inequalities for poisson random sums”, Inform. Primen., 5:3 (2011), 64–66
Citation in format AMSBIB
\Bibitem{KorSheSho11}
\by V.~Yu.~Korolev, I.~G.~Shevtsova, S.~Ya.~Shorgin
\paper On the Berry--Esseen type inequalities for~poisson random sums
\jour Inform. Primen.
\yr 2011
\vol 5
\issue 3
\pages 64--66
\mathnet{http://mi.mathnet.ru/ia160}
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  • https://www.mathnet.ru/eng/ia/v5/i3/p64
  • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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