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JOURNALS // Informatika i Ee Primeneniya [Informatics and its Applications] // Archive

Inform. Primen., 2011 Volume 5, Issue 1, Pages 39–45 (Mi ia5)

This article is cited in 12 papers

On the accuracy of the normal approximation to distributions of Poisson random sums

Yu. S. Nefedova, I. G. Shevtsova

M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: Two-sided bounds were constructed for the constant in the Berry–Esseen inequality for Poisson random sums of independent identically distributed random variables with finite absolute moments of order $2+\delta$ with $\delta\in(0,1]$. The lower bounds were obtained for the first time. For the case $0<\delta<1$, the upper bounds were sharpened, and the nonuniform estimates were proved.

Keywords: central limit theorem; Poisson random sums; Berry–Esseen inequality; absolute constant; nonuniform estimate.



© Steklov Math. Inst. of RAS, 2024