Penultimate gamma approximation in the CLT for skewed distributions

DOI10.1051/ps/2015010zbMath1333.60027OpenAlexW2272092368MaRDI QIDQ2786495

Michael V. Boutsikas

Publication date: 12 February 2016

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2015010

zbMATH Keywords

rate of convergencecentral limit theoremtotal variation distancequantile approximationgamma approximationlognormal sumsPareto sums

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (1)

An optimal Berry-Esseen type theorem for integrals of smooth functions

Cites Work

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• The log-normal approximation in financial and other computations
• The Distribution of Sums of Certain I.I.D. Pareto Variates

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