A Berry-Esseen Inequality without Higher Order Moments

被引：0

作者：

Wang, Ningning ^{[1
]}

Ahmad, Ibrahim A. ^{[2
]}

机构：

[1] Jackson State Univ, Dept Math & Stat Sci, Jackson, MS 39217 USA

[2] Oklahoma State Univ, Dept Stat, Stillwater, OK 74078 USA

来源：

SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY | 2016年 / 78卷 / 02期

关键词：

Berry-Esseen inequality; Central limit theorem; Convergence rates;

D O I：

暂无

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：

In this note, a generalized form of the celebrated Berry-Esseen inequality is developed assuming only second-order moments to exist in the case of independent but not identically distributed random variables. The result generalizes and unifies many well known and highly used forms of the Berry-Esseen inequality.

引用

页码：180 / 187

页数：8