A Berry-Esseen Bound for Functions of Independent Random Variables
نویسندگان
چکیده
منابع مشابه
Berry-Esseen for Free Random Variables
An analogue of the Berry-Esseen inequality is proved for the speed of convergence of free additive convolutions of bounded probability measures. The obtained rate of convergence is of the order n, the same as in the classical case. An example with binomial measures shows that this estimate cannot be improved without imposing further restrictions on convolved measures. Courant Institute of Mathe...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1989
ISSN: 0090-5364
DOI: 10.1214/aos/1176347009