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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 1, Pages 107–122 (Mi tvp3278)  

This article is cited in 9 scientific papers (total in 9 papers)

On the accuracy of approximation in the central limit theorem

В. A. Lifšic

Leningrad
Full-text PDF (781 kB) Citations (9)
Abstract: Let
$$ \Delta_n=\sup_x|\mathbf P(\xi_1+\dots+\xi_n<x\sqrt n)-\Phi(x)|, $$
where $\xi_1,\xi_2,\dots$ are independent identically distributed random variables with the distribution function $F(x)$, $\mathbf E|\xi_1|^2=1$, $\mathbf E\xi_1=0$, and where $\Phi$ is the standard normal distribution function.
We investigate necessary and sufficient conditions on $F(x)$ for the following two series to converge:
$$ \sum h(\sqrt n)\frac{1}{n}\Delta_n<\infty,\quad\sum h(\sqrt n)n^{-3/2}\Delta_n<\infty, $$
where
$$ h(y)>0,\qquad h(y)\uparrow,\qquad h(y)/y\downarrow. $$
The case of Chebyshev–Gramer asymptotic expansions is also discussed.
Received: 27.08.1974
English version:
Theory of Probability and its Applications, 1976, Volume 21, Issue 1, Pages 108–124
DOI: https://doi.org/10.1137/1121008
Bibliographic databases:
Language: Russian
Citation: В. A. Lifšic, “On the accuracy of approximation in the central limit theorem”, Teor. Veroyatnost. i Primenen., 21:1 (1976), 107–122; Theory Probab. Appl., 21:1 (1976), 108–124
Citation in format AMSBIB
\Bibitem{Lif76}
\by В.~A.~Lif{\v s}ic
\paper On the accuracy of approximation in the central limit theorem
\jour Teor. Veroyatnost. i Primenen.
\yr 1976
\vol 21
\issue 1
\pages 107--122
\mathnet{http://mi.mathnet.ru/tvp3278}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=410860}
\zmath{https://zbmath.org/?q=an:0373.60024}
\transl
\jour Theory Probab. Appl.
\yr 1976
\vol 21
\issue 1
\pages 108--124
\crossref{https://doi.org/10.1137/1121008}
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  • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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