On the real accuracy of approximation in the central limit theorem

DOI10.1134/S003744661104015XzbMath1235.60018MaRDI QIDQ642086

V. V. Senatov

Publication date: 25 October 2011

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionscentral limit theoremChebyshev-Hermite polynomialsaccuracy of approximation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (5)

On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem ⋮ Defect of the Size of Nonrandomized Test and Randomization Effect on Decreasing of the Necessary Sample Size in Testing the Bernoulli Success Probability ⋮ Estimates of the approximation of weighted sums of conditionally independent random variables by the normal law ⋮ On the real accuracy of approximation in the central limit theorem. II ⋮ Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion

Cites Work

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• On real refinements of limit theorems in probability theory
• On the remainder term for the central limit theorem
• Shortening the distance between Edgeworth and Berry-Esseen in the classical case
• Refinement of the upper bounds of the constants in Lyapunov's theorem
• On Asymptotic Expansions in the Central Limit Theorem
• Some Asymptotic Decompositions in the Central Limit Theorem in the Multidimensional Case
• New Forms of Asymptotic Expansions in the Central Limit Theorem

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