On normal approximation rates for certain sums of dependent random variables (Q1891021): Difference between revisions

One of the difficulties in applying Stein's method for normal approximation is that the error estimates obtained are most naturally expressed in terms of a Wasserstein distance, and conversion to Kolmogorov distance with the same rate is usually difficult. A delicate analysis of the error terms arising in \textit{Ch. Stein}'s argument [``Approximate computation of expectations'' (1986; Zbl 0721.60016)] enables a Kolmogorov bound of the natural order to be obtained for sums of bounded random variables with a reasonably local dependency graph. All sorts of counts arising from Bernoulli random graphs can be treated using the result.