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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 1, Pages 191–194
(Mi tvp835)
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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
On the speed of convergence in the multi-dimensional central limit theorem
V. V. Sazonov V. A. Steklov Mathematical Institute, USSR Academy of Sciences
Abstract:
Estimates, which are uniform with respect to the class of convex sets, of the rate of convergence in the multi-dimensional central limit theorem for a sequence of identically distributed independent random variables with finite third moments are obtained. In the particular case corresponding to distribution functions a better estimate than that given by the general theorem is obtained. An example is constructed to show that the estimate obtained in this case, in some sence, cannot be improved
Received: 09.10.1967
Citation:
V. V. Sazonov, “On the speed of convergence in the multi-dimensional central limit theorem”, Teor. Veroyatnost. i Primenen., 13:1 (1968), 191–194; Theory Probab. Appl., 13 (1968), 188–191
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