The Discounted Central Limit Theorem and its Berry-Esseen Analogue
نویسندگان
چکیده
منابع مشابه
Berry–Esseen bounds in the entropic central limit theorem
Berry–Esseen-type bounds for total variation and relative entropy distances to the normal law are established for the sums of non-i.i.d. random variables.
متن کاملBerry Esseen Bounds for Combinatorial Central Limit
Berry Esseen type bounds to the normal, based on zeroand size-bias couplings, are derived using Stein’s method. The zero biasing bounds are illustrated with an application to combinatorial central limit theorems where the random permutation has either the uniform distribution or one which is constant over permutations with the same cycle type and having no fixed points. The size biasing bounds ...
متن کاملAn Inductive Proof of the Berry-Esseen Theorem for Character Ratios Running head: Berry-Esseen Theorem for Character Ratios
Ratios Running head: Berry-Esseen Theorem for Character Ratios Submitted 3/9/05; Revised 8/6/06 By Jason Fulman Department of Mathematics, University of Southern California Los Angeles, CA 90089, USA [email protected] Abstract: Bolthausen used a variation of Stein’s method to give an inductive proof of the Berry-Esseen theorem for sums of independent, identically distributed random variables. We m...
متن کاملOn the Rate of Convergence and Berry-esseen Type Theorems for a Multivariate Free Central Limit Theorem
We address the question of a Berry Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial sums in an operator-valued free central limit theorem and the Cauchy transform of the limiting operator-valued semicircular element.
متن کاملBerry–esseen Bounds for Combinatorial Central Limit Theorems and Pattern Occurrences, Using Zero and Size Biasing
Berry–Esseen-type bounds to the normal, based on zeroand size-bias couplings, are derived using Stein’s method. The zero biasing bounds are illustrated in an application to combinatorial central limit theorems in which the random permutation has either the uniform distribution or one that is constant over permutations with the same cycle type, with no fixed points. The size biasing bounds are a...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1971
ISSN: 0003-4851
DOI: 10.1214/aoms/1177693529