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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 1, Pages 164–170
(Mi tvp830)
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This article is cited in 11 scientific papers (total in 11 papers)
Short Communications
On the multidimensional central limit theorem
S. M. Sadikova Moscow Engineering Physics Institute
Abstract:
Two estimations in the central limit theorem for equally distributed random vectors in $R^s$ are given. The first one involves distribution functions (for $s=2$) and is an improvement of previous results stated in [1] and [2]. The second one concerns (for arbitrary $s$) “the distance” $\rho_2$ defined as
$$
\sup_A|P(A)-Q(A)|
$$
where the supremum is taken over all measurable convex sets $A\in R^s$ (cf. [5]).
Received: 23.05.1967
Citation:
S. M. Sadikova, “On the multidimensional central limit theorem”, Teor. Veroyatnost. i Primenen., 13:1 (1968), 164–170; Theory Probab. Appl., 13:1 (1968), 164–170
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