Shortening the distance between Edgeworth and Berry-Esseen in the classical case

被引:4
作者
Adell, Jose A. [1 ]
Lekuona, Alberto [1 ]
机构
[1] Univ Zaragoza, Fac Ciencias, Dept Met Estasisticos, E-50009 Zaragoza, Spain
关键词
Berry-Esseen bound; Edgeworth expansion; moduli of smoothness;
D O I
10.1016/j.jspi.2007.05.032
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
We obtain near optimal Berry-Esseen bounds for standardized sums of independent identically distributed random variables. This is achieved by distinguishing the lattice and the non-lattice cases, as one-term Edgeworth expansions do. The main tool is an easy inequality involving the usual second modulus of continuity, in substitution of Esseen's smoothing inequality. An illustrative example concerning the exponential distribution is also considered. (c) 2007 Elsevier B.V. All rights reserved.
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页码:1167 / 1178
页数:12
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