Asymptotically proper constants in the Lyapunov theorem (Q1291995)
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scientific article; zbMATH DE number 1300671
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| English | Asymptotically proper constants in the Lyapunov theorem |
scientific article; zbMATH DE number 1300671 |
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Asymptotically proper constants in the Lyapunov theorem (English)
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13 July 1999
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The author gives a representation for the distribution function of the normalized sum of not necessarily identically distributed variables in the Lyapunov CLT. This leads to asymptotically best constants in the Berry-Esséen inequality. Though, no formal proof is given but the author points out that some ideas of Linnik (1947) in the identically distributed cases and the method of proof developed by the author (1990) in the i.i.d. cases are used to prove the main result.
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non-identically distributed random variables
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Berry-Esseen inequality
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Lyapunov central limit theorem
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0.9208832
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0.9067629
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0.90454274
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0.90282106
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0.9004256
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0.8972801
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0.8964346
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