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Teoriya Veroyatnostei i ee Primeneniya, 1966, Volume 11, Issue 1, Pages 108–119
(Mi tvp570)
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This article is cited in 33 scientific papers (total in 33 papers)
An absolute estimate of the remainder in the central limit theorem
V. M. Zolotarev Moscow
Abstract:
Let $\xi_1,\dots\xi_n$ be independent random varibles with zero means, variances $\sigma_1,\dots\sigma_n$ and third absolute moments $\beta_1\dots\beta_n$. Let us denote
$$
\sigma^2=\sum_j\sigma_j^2,\quad\varepsilon=\biggl(\sum_j\beta_j\biggr)\biggr/\sigma^3,
$$
and let $F(x)$ be the distribution function of the sum $\xi_1+\dots+\xi_n$ and $\Phi(x)$ be the distribution function of the normal $(0,1)$ law. Let further $\varepsilon$ be equal to a fixed positive number and $D(\varepsilon)$ denote the least value for which
$$
\sup_x|F(x\sigma)-\Phi(x)|\le D(\varepsilon)\varepsilon.
$$
Estimates of $D(\varepsilon)$ for all $\varepsilon$, $0\le\varepsilon\le0.79$ are obtained and the inequality
$$
\sup_\varepsilon D(\varepsilon)<1.322
$$
is proved.
Received: 04.11.1965
Citation:
V. M. Zolotarev, “An absolute estimate of the remainder in the central limit theorem”, Teor. Veroyatnost. i Primenen., 11:1 (1966), 108–119; Theory Probab. Appl., 11:1 (1966), 95–105
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