One theorem on the rate of convergence in the central limit theorem
نویسندگان
چکیده
منابع مشابه
On a Bound for the Rate of Convergence in the Multidimensional Central Limit Theorem
In recent years many papers concerned with estimation of the rate of convergence in the central limit theorem in Rk have appeared (see [1], [2], [6]-[8], [10], [13]-[16]). They have significantly extended our knowledge in this area. We shall mention here two recent results which are most closely related to the estimate obtained in the present paper. V. Rotar [14], applying the method of charact...
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For regularity of φ, proceed by induction, write the derivative difference quotient, use the mean value theorem on the corresponding integrand and apply LDCT. • Corollary 1 If X has m finite moment and law μ, then φ(ξ) = ∫ R e (ix)dμ(x) for k ≤ m. • Theorem 2 If S = ∑n k=1 Xk where {Xk} are independent with c.f.’s φk the c.f. of S, φ satisfies φ = ∏n k=1 φk. Proof: The law of S is the n-fold co...
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ژورنال
عنوان ژورنال: Lithuanian Mathematical Journal
سال: 1971
ISSN: 2669-1973
DOI: 10.15388/lmj.1971.20970