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Sistemy i Sredstva Informatiki [Systems and Means of Informatics], 2012, Volume 22, Issue 1, Pages 180–204
(Mi ssi274)
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This article is cited in 3 scientific papers (total in 3 papers)
On nonuniform estimates of the rate of convergence in the central limit theorem
M. E. Grigor'eva, S. V. Popov M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
It is shown that in the nonuniform analog of the Berry–Esseen inequality $(1+|x|^3)|F_n(xB_n)-\Phi(x)|\le \left(C/{B_n^3}\right)\sum\limits_{k=1}^n\beta_k$, $n\ge1$, $x\in\mathbb R$, where $F_n(x)$ is the distribution function of the sum of $n$ independent random variables $X_1, \dots ,X_n$ with $E X_k=0$, $E X_k^2=\sigma_k^2$; $\beta_k=E |X_k|^3<\infty$, $k=1,\dots,n$; $B_n^2=\sigma_1^2+\dotsb+\sigma_n^2$; $\Phi(x)$ is the standard normal distribution function, the absolute constant $C$ satisfies the inequality $C\le 22.2417$.
Keywords:
central limit theorem; nonuniform estimate of convergence rate; Berry–Esseen inequality; absolute constant.
Received: 03.06.2012
Citation:
M. E. Grigor'eva, S. V. Popov, “On nonuniform estimates of the rate of convergence in the central limit theorem”, Sistemy i Sredstva Inform., 22:1 (2012), 180–204
Linking options:
https://www.mathnet.ru/eng/ssi274 https://www.mathnet.ru/eng/ssi/v22/i1/p180
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Abstract page: | 297 | Full-text PDF : | 142 | References: | 68 |
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