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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1968 Volume 13, Issue 3, Pages 522–525 (Mi tvp877)

This article is cited in 8 papers

Short Communications

Unimprovability of the result due to N. A. Sapogov in the stability problem of Cramér's theorem

S. G. Maloshevskii

Leningrad

Abstract: We consider the sequence (1) of compositions of distribution functions satisfying the condition (2). Let truncated variances of components be bounded from below by a positive constant. It is proved that the well-known estimate
$$ \max_{i=1,2}\inf_{G\in N}\sup_x|F_n^{(i)}(x)-G(x)|=O\biggl(\frac1{\sqrt{-\ln\varepsilon_n}}\biggr) $$
(where $N$ is the set of all normal distribution functions) is unimprovable.

Received: 09.06.1967


 English version:
Theory of Probability and its Applications, 1968, 13:3, 494–496

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