On the accuracy of the Gaussian approximation
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Publication:845500
DOI10.1134/S1064562409060155zbMath1201.60018WikidataQ56289017 ScholiaQ56289017MaRDI QIDQ845500
Publication date: 29 January 2010
Published in: Doklady Mathematics (Search for Journal in Brave)
Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)
Related Items (13)
A closeness estimate for probability distribution and its zero bias transformation ⋮ An optimal Berry-Esseen type inequality for expectations of smooth functions ⋮ A square bias transformation of probability distributions: some properties and applications ⋮ On a bound of the absolute constant in the Berry-Esseen inequality for i.i.d. Bernoulli random variables ⋮ Some optimal bounds in the central limit theorem using zero biasing ⋮ Some estimates of normal approximation for the distribution of a sum of a random number of independent random variables ⋮ On the accuracy of the approximation of the complex exponent by the first terms of its Taylor expansion with applications ⋮ An improvement of convergence rate estimates in the Lyapunov theorem ⋮ Convergence Rate Estimates in the Global CLT for Compound Mixed Poisson Distributions ⋮ Convergence Rate of Random Geometric Sum Distributions to the Laplace Law ⋮ An optimal Berry-Esseen type theorem for integrals of smooth functions ⋮ A Moment Inequality with Application to Convergence Rate Estimates in the Global CLT for Poisson-Binomial Random Sums ⋮ An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums
Cites Work
- Stein's method and the zero bias transformation with application to simple random sampling
- A sharpening of the inequality of Berry-Esseen
- An application of Fourier methods to the problem of sharpening the Berry-Esseen inequality
- The Extrema of the Expected Value of a Function of Independent Random Variables
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