The rate of convergence to the normal law in terms of pseudomoments

DOI10.15559/15-VMSTA23MaRDI QIDQ340762zbMATHFDO

Authors Yevheniya Munchak, Petro Slyusarchuk, Yuliya S. Mishura

Publication date 15 November 2016

Published in Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1508.02832

zbMATH Keywords

rate of convergenceGaussian distributiontruncated pseudomoments

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05)

Abstract: We establish the rate of convergence of distributions of sums of independent identically distributed random variables to the Gaussian distribution in terms of truncated pseudomoments by implementing the idea of Yu. Studnyev for getting estimates of the rate of convergence of the order higher than $n^{-1/2}$.

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