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JOURNALS // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika // Archive
Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2012 Number 4, Pages 55–58 (Mi vmumm515)
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A closeness estimate for probability distribution and its zero bias transformation

I. S. Tyurin

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: We propose a new concise and transparent proof for the optimal estimate concerning the mean metric distance between a probability distribution and its zero bias transformation.

Key words: normal approximation, Stein's method, zero biasing.

UDC: 519.21

Received: 26.09.2011


 English version: Moscow University Mathematics Bulletin, Moscow University Mеchanics Bulletin, 2012, 67:4, 178–181

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