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Teoriya Veroyatnostei i ee Primeneniya, 1966, Volume 11, Issue 1, Pages 108–119 (Mi tvp570)  

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
English version:
Theory of Probability and its Applications, 1966, Volume 11, Issue 1, Pages 95–105
DOI: https://doi.org/10.1137/1111005
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Zol66}
\by V.~M.~Zolotarev
\paper An absolute estimate of the remainder in the central limit theorem
\jour Teor. Veroyatnost. i Primenen.
\yr 1966
\vol 11
\issue 1
\pages 108--119
\mathnet{http://mi.mathnet.ru/tvp570}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=198531}
\zmath{https://zbmath.org/?q=an:0154.43602}
\transl
\jour Theory Probab. Appl.
\yr 1966
\vol 11
\issue 1
\pages 95--105
\crossref{https://doi.org/10.1137/1111005}
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  • https://www.mathnet.ru/eng/tvp/v11/i1/p108
  • This publication is cited in the following 33 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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