Radoslav Marinov
نویسنده
چکیده
For some functions h (for example hz(w) = 1w≤z), the left-hand-side of (2) is a distance between a variable W and Z and we can bound that distance by taking advantage of the structures of h and W to bound the right-hand-side of (2). For example, by taking h such that the supremum of E[h(W )−Eh(Z)] yields the Wasserstein metric, and taking W = ∑ Xi/n for a sequence of independent mean-zero-variance-one variables, one can quickly arrive at Berry-Esseen-type results.
منابع مشابه
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