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This article is cited in 5 scientific papers (total in 7 papers)
On the real accuracy of approximation in the central limit theorem. II
V. V. Senatov Lomonosov Moscow State University, Moscow, Russia
Abstract:
In the present article, we obtain new explicit estimates for accuracy of approximation in the central limit theorem (CLT). We construct these approximations with the use of asymptotic expansions. We compare the estimates with the real accuracy of approximation for a specific distribution. We also discuss the following question: Why the estimate from the Berry–Esseen theorem cannot catch even the order of proximity of distributions in the CLT?
Key words:
central limit theorem, accuracy of approximation, asymptotic expansions, Berry–Esseen theorem.
Received: 28.02.2016
Citation:
V. V. Senatov, “On the real accuracy of approximation in the central limit theorem. II”, Mat. Tr., 19:2 (2016), 170–199; Siberian Adv. Math., 27:2 (2017), 133–152
Linking options:
https://www.mathnet.ru/eng/mt310 https://www.mathnet.ru/eng/mt/v19/i2/p170
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Abstract page: | 607 | Full-text PDF : | 256 | References: | 69 | First page: | 4 |
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