\(L^1\) bounds in normal approximation (Q2456032)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5201532
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | \(L^1\) bounds in normal approximation |
scientific article; zbMATH DE number 5201532 |
Statements
\(L^1\) bounds in normal approximation (English)
0 references
17 October 2007
0 references
The author derives normal approximation bounds for the \(L^1\) distance between distribution functions in a variety of examples: the case of sums of independent random variables, projections of cone measure on the sphere, simple random sampling and combinatorial limit theorems. As a tool, he uses a basic coupling inequality, which says that the \(L^1\) distance between a standardized distribution function \(F\) and a standard normal one is bounded by two times the expectation of the absolute value of the difference of a random variable with distribution function \(F\) and its zero biased transformation.
0 references
Stein's method
0 references
Berry-Esseen
0 references
cone measure
0 references
sampling
0 references
combinatorial CLT
0 references
zero bias distribution
0 references
Wasserstein
0 references
Fortet-Mourier
0 references
0 references
0 references
0.7915812730789185
0 references
0.7805638313293457
0 references
0.7718973755836487
0 references
