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Sibirskii Matematicheskii Zhurnal, 2011, Volume 52, Number 4, Pages 913–935 (Mi smj2247)  
This article is cited in 5 scientific papers (total in 5 papers)

On the real accuracy of approximation in the central limit theorem

V. V. Senatov

Moscow State University, Moscow, Russia
Full-text PDF (374 kB) Citations (5)
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Abstract: We consider various approximations in the central limit theorem for distributions of sums of independent random variables. We study how many summands in the normalized sums guarantee the precision $10^{-3}$ for these approximations. It turns out that for the same distribution but different approximations this number varies from hundreds of thousands to a few tens.
Keywords: central limit theorem, accuracy of approximation, asymptotic expansions.
Received: 06.01.2011
English version:
Siberian Mathematical Journal, 2011, Volume 52, Issue 4, Pages 727–746
DOI: https://doi.org/10.1134/S003744661104015X
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: V. V. Senatov, “On the real accuracy of approximation in the central limit theorem”, Sibirsk. Mat. Zh., 52:4 (2011), 913–935; Siberian Math. J., 52:4 (2011), 727–746
Citation in format AMSBIB
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    Cycle of papers
    This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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