On Convergence Rate in CLT for Smooth Distributions
- 作者: Shevtsova I.G.1
-
隶属关系:
- Lomonosov Moscow State University and Institute for Informatics Problems of FRC IC RAS
- 期: 卷 220, 编号 6 (2017)
- 页面: 742-752
- 栏目: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/238938
- DOI: https://doi.org/10.1007/s10958-016-3218-y
- ID: 238938
如何引用文章
详细
There are obtained nonuniform estimates of the first and second order for the rate of convergence in the central limit theorem for sums of independent identically distributed random variables with bounded density and finite absolute moments of order 2+δ, where 0 < δ ≤ 1. The obtained estimates represent a sum of two terms, the first one being the Lyapunov fraction of order 2 + δ with a factor depending only on δ, and the second one decaying exponentially. The values of the factor of the Lyapunov fraction are considerably less than the known. This is an updated version of the original paper.
作者简介
I. Shevtsova
Lomonosov Moscow State University and Institute for Informatics Problems of FRC IC RAS
编辑信件的主要联系方式.
Email: ishevtsova@cs.msu.ru
俄罗斯联邦, Moscow
补充文件
