Some optimal bounds in the central limit theorem using zero biasing (Q419161): Difference between revisions
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English | Some optimal bounds in the central limit theorem using zero biasing |
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Some optimal bounds in the central limit theorem using zero biasing (English)
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18 May 2012
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A wide class of probability metrics is concerned. Optimal estimates for the proximity between a probability distribution and its zero bias transformation are derived. The reduction technique of Hoeffding is used. A theorem concerning the bounds of convergence in the central limit theorem is formulated and proved when the moments of order \(2< s\leq 3\) are finite, using the ideal metrics introduced by Zolotarev.
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central limit theorem (CLT)
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convergence rate
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zero biasing
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