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Informatika i Ee Primeneniya [Informatics and its Applications], 2010, Volume 4, Issue 2, Pages 75–82
(Mi ia29)
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This article is cited in 6 scientific papers (total in 6 papers)
An improvement of the Katz–Berry–Esseen inequality
M. E. Grigor'eva, I. G. Shevtsova M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
The upper estimates of the absolute constant in the Katz–Berry–Esseen inequality for sums of independent identically distributed random variables with finite absolute moments of order between 2 and 3 are sharpened and an alternative inequality with sharpened structure and evaluated constants is proposed.
Keywords:
central limit theorem; Katz–Berry–Esseen inequality; Lyapounov fraction.
Citation:
M. E. Grigor'eva, I. G. Shevtsova, “An improvement of the Katz–Berry–Esseen inequality”, Inform. Primen., 4:2 (2010), 75–82
Linking options:
https://www.mathnet.ru/eng/ia29 https://www.mathnet.ru/eng/ia/v4/i2/p75
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