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Sistemy i Sredstva Informatiki [Systems and Means of Informatics], 2012, Volume 22, Issue 1, Pages 180–204 (Mi ssi274)  

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
Full-text PDF (319 kB) Citations (3)
References:
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
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{GriPop12}
\by M.~E.~Grigor'eva, S.~V.~Popov
\paper On nonuniform estimates of the rate of convergence in the central limit theorem
\jour Sistemy i Sredstva Inform.
\yr 2012
\vol 22
\issue 1
\pages 180--204
\mathnet{http://mi.mathnet.ru/ssi274}
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  • https://www.mathnet.ru/eng/ssi274
  • https://www.mathnet.ru/eng/ssi/v22/i1/p180
    See also
    This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Системы и средства информатики
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