Asymptotically optimal Berry–Esseen-type bounds for distributions with an absolutely continuous part
نویسندگان
چکیده
منابع مشابه
Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part
Recursive and closed form upper bounds are o¤ered for the Kolmogorov and the total variation distance between the standard normal distribution and the distribution of a standardized sum of n independent and identically distributed random variables. The approximation error in the CLT obtained from these new bounds vanishes at a rate O(n ); provided that the common distribution of the summands po...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2011
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2010.09.026