ON THE NORMAL APPROXIMATION TO SYMMETRIC BINOMIAL DISTRIBUTIONS

被引:14
作者
Hipp, C. [1 ]
Mattner, L. [2 ]
机构
[1] Univ Karlsruhe TH, Lehrstuhl Versicherungswissensch, D-76128 Karlsruhe, Germany
[2] Med Univ Lubeck, Inst Math, D-23560 Lubeck, Germany
关键词
binomial distribution; central limit theorem; optimal error bound; symmetric Bernoulli variables;
D O I
10.1137/S0040585X97983213
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The optimal constant over the square root of n error bound in the central limit theorem for distribution functions of sums of independent symmetric Bernoulli random variables is 1/root 2 pi n.
引用
收藏
页码:516 / 523
页数:8
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