Estimates of the approximation of weighted sums of conditionally independent random variables by the normal law

被引：0

作者：

Emanuele Dolera

机构：

[1] Università di Modena e Reggio Emilia,Dipartimento di Matematica Pura e Applicata

来源：

Journal of Inequalities and Applications | / 2013卷

关键词：

Berry-Esseen inequalities; central limit theorem; completely monotone function; conditional independence; Taylor formula;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

A Berry-Esseen-like inequality is provided for the difference between the characteristic function of a weighted sum of conditionally independent random variables and the characteristic function of the standard normal law. Some applications and possible extensions of the main result are also illustrated.

引用

共 50 条

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