Отправить статью по E-mail A Generalization of the Wang–Ahmad Inequality
- Авторы: Gabdullin R.A.1, Makarenko V.1, Shevtsova I.G.2,1,3
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Учреждения:
- Faculty of Computational Mathematics and Cybernetics, Moscow State University
- School of Science, Hangzhou Dianzi University
- Institute of Informatics Problems of Federal Research Center “Computer Science and Control”, Russian Academy of Sciences
- Выпуск: Том 237, № 5 (2019)
- Страницы: 646-651
- Раздел: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/242419
- DOI: https://doi.org/10.1007/s10958-019-04190-4
- ID: 242419
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Аннотация
By introducing a truncation parameter, we generalize the Ahmad–Wang inequality (2016) which provides an estimate of the accuracy of the normal approximation to distribution of a sum of independent random variables in terms of weighted absolute values of truncated third-order moments and tails of the second-order moments of random summands. The obtained estimate also generalizes the celebrated inequalities due to Berry (1941), Esseen (1942, 1969), Katz (1963), and Petrov (1965).
Об авторах
R. Gabdullin
Faculty of Computational Mathematics and Cybernetics, Moscow State University
Email: ishevtsova@cs.msu.ru
Россия, Moscow
V.A. Makarenko
Faculty of Computational Mathematics and Cybernetics, Moscow State University
Email: ishevtsova@cs.msu.ru
Россия, Moscow
I. Shevtsova
School of Science, Hangzhou Dianzi University; Faculty of Computational Mathematics and Cybernetics, Moscow State University; Institute of Informatics Problems of Federal Research Center “Computer Science and Control”, Russian Academy of Sciences
Автор, ответственный за переписку.
Email: ishevtsova@cs.msu.ru
Китай, Hangzhou; Moscow; Moscow
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