AN IMPROVEMENT OF CONVERGENCE RATE ESTIMATES IN THE CENTRAL LIMIT THEOREM UNDER ABSENCE OF MOMENTS HIGHER THAN THE SECOND

被引：4

作者：

Korolev, V. Yu. ^{[1
,2
]}

Popov, S. V. ^{[1
]}

机构：

[1] Moscow MV Lomonosov State Univ, Fac Computat Math, Moscow 119991, Russia

[2] Russian Acad Sci, Inst Informat Problems, Moscow 119333, Russia

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 2012年 / 56卷 / 04期

基金：

俄罗斯基础研究基金会;

关键词：

central limit theorem; convergence rate estimate; absolute constant;

D O I：

10.1137/S0040585X97985704

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：

Upper bounds of the absolute constant in the convergence rate estimate in the central limit theorem are sharpened in terms of truncated moments. It is shown that the absolute constant in the Osipov inequality does not exceed 2.011.

引用

页码：682 / U215

页数：10

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