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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2005 Volume 50, Issue 3, Pages 555–564 (Mi tvp95)

This article is cited in 2 papers

Short Communications

On the accuracy of the normal approximation. II

V. Yu. Korolev, I. G. Shevtsova

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

Abstract: Estimates are presented for the asymptotically exact constants in the estimates of the accuracy of the normal approximation for the distributions of sums of independent identically distributed random variables with finite moments of order $2+\delta$, $0<\delta<1$. Refined practically applicable estimates of the accuracy of the normal approximation are constructed in which the right-hand side is a sum of two summands, the first summand being the Lyapunov fraction with the absolute constant close to the asymptotically exact one, whereas the second summand decreases faster than $n^{-\delta/2}$. Explicit estimates and special “expansions” are given for the second summand.

Keywords: central limit theorem, normal approximation, Berry–Esseen inequality, convergence rate estimate, asymptotically exact constant.

Received: 22.04.2005

DOI: 10.4213/tvp95


 English version:
Theory of Probability and its Applications, 2006, 50:3, 473–482

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