On normal approximations of distributions in terms of dependency graphs (Q582681)
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scientific article; zbMATH DE number 4131347
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On normal approximations of distributions in terms of dependency graphs |
scientific article; zbMATH DE number 4131347 |
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On normal approximations of distributions in terms of dependency graphs (English)
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1989
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The authors interpret the bounds on the error in the normal approximation of sums of independent random variables introduced by \textit{C. Stein} [Approximate computation of expectations. IMS-Lect. Notes (1986)] in terms of dependency graphs. In this manner they improve a central limit theorem of \textit{M. B. Petrovskaya} and \textit{A. M. Leontovich} [Theory Probab. Appl. 27, 815-825 (1982; Zbl 0559.60069)]. They also obtain bounds on the rate of convergence.
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error in the normal approximation
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central limit theorem
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rate of convergence
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