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This article is cited in 5 scientific papers (total in 5 papers)
Short Communications
On the accuracy of the normal approximation. I
V. Yu. Korolev, I. G. Shevtsova M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
Presented are practically applicable estimates of the accuracy of the normal approximation for the distributions of sums of independent identically distributed absolutely continuous random variables with finite moments of order $2+\delta$, $0<\delta\le 1$. The right-hand side of the estimate is the sum of two summands, the first being the Lyapunov fraction with the absolute constant arbitrarily close to the asymptotically exact one, whereas the second summand decreases exponentially fast.
Keywords:
central limit theorem, normal approximation, Berry–Esseen inequality, convergence rate estimate, asymptotically exact constant.
Received: 22.11.2004
Citation:
V. Yu. Korolev, I. G. Shevtsova, “On the accuracy of the normal approximation. I”, Teor. Veroyatnost. i Primenen., 50:2 (2005), 353–366; Theory Probab. Appl., 50:2 (2006), 298–310
Linking options:
https://www.mathnet.ru/eng/tvp112https://doi.org/10.4213/tvp112 https://www.mathnet.ru/eng/tvp/v50/i2/p353
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Abstract page: | 614 | Full-text PDF : | 211 | References: | 88 |
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