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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1968 Volume 13, Issue 1, Pages 164–170 (Mi tvp830)

This article is cited in 11 papers

Short Communications

On the multidimensional central limit theorem

S. M. Sadikova

Moscow Engineering Physics Institute

Abstract: Two estimations in the central limit theorem for equally distributed random vectors in $R^s$ are given. The first one involves distribution functions (for $s=2$) and is an improvement of previous results stated in [1] and [2]. The second one concerns (for arbitrary $s$) “the distance” $\rho_2$ defined as
$$ \sup_A|P(A)-Q(A)| $$
where the supremum is taken over all measurable convex sets $A\in R^s$ (cf. [5]).

Received: 23.05.1967


 English version:
Theory of Probability and its Applications, 1968, 13:1, 164–170

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