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.
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