On estimation of the remainder in the central limit theorem

被引：0

作者：

Petrov V.V. ^{[1
]}

机构：

[1] St.Petersburg State University, St.Petersburg

来源：

Journal of Mathematical Sciences | 2007年 / 147卷 / 4期

关键词：

Limit Theorem; Function Versus; Central Limit Theorem; Bounded Function; Independent Random Variable;

D O I：

10.1007/s10958-007-0516-4

中图分类号：

学科分类号：

摘要：

A nonuniform estimate of the remainder in the central limit theorem is obtained for a sequence of independent, identically distributed random variables. This estimate is a generalization of an earlier result of L. V. Osipov and the author. Bibliography: 5 titles. © 2007 Springer Science+Business Media, Inc.

引用

页码：6929 / 6931

页数：2

共 5 条

[1]

Bikelis A., Estimates of the remainder in the central limit theorem, Litovsk. Mat. Sb., 6, pp. 323-346, (1966)

[2]

Chen L.H.Y., Shao Q.M., A nonuniform Berry-Esseen bound via Stein's method, Probab. Theory Relat. Fields, 120, pp. 236-254, (2001)

[3]

Osipov L.V., Petrov V.V., On an estimate of the remainder term in the central limit theorem, Teor. Veroyatn. Primen., 12, pp. 322-329, (1967)

[4]

Petrov V.V., A limit theorem for sums of independent nonidentically distributed random variables, Zap. Nauchn. Semin. LOMI, 85, pp. 188-192, (1979)

[5]

Petrov V.V., Limit Theorems of Probability Theory, (1995)

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