An optimal Berry-Esseen type inequality for expectations of smooth functions (Q2404291): Difference between revisions

From the abstract: In this brief, purely mathematical note, the authors provide an optimal Berry-Esseen type inequality for Zolotarev's ideal \(\zeta_3\)-metric measuring the difference between expectations of sufficiently smooth functions of a sum of independent random variables \(X_1,\dots,X_n\) with finite third-order moments and a sum of independent symmetric two-point random variables \(Y_i\), isoscedastic to the \(X_i\). This improves an earlier result by \textit{I. S. Tyurin} [Dokl. Math. 80, No. 3, 840--843 (2009; Zbl 1201.60018); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 429, No. 3, 312--316 (2009)].