On improving Uspensky-Sherman'n normal approximation by an Edgeworth-expansion approximation

MaRDI QIDQ700063zbMATH OpenFDO

Authors Munsup Seoh

Publication date 2 June 2003

Published in Bulletin of the Belgian Mathematical Society - Simon Stevin (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bbms/1102715141

zbMATH Keywords

Berry-Esseen inequalitycentral limit theoremEdgeworth expansions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)

Review text

The author presents an exact bound of the remainder in normal approximations for the sample mean from a continuous uniform distribution. The presented bound is so sharp that it may provide practically useful information in some statistical applications.

Recommendations

• ON THE NORMAL APPROXIMATIONS OF STUDENTIZED U-STATISTIC
• scientific article; zbMATH DE number 1069357
• A note on uniform approximation to distributions of extreme order statistics
• On the Accuracy of the Normal Approximation. I
• On the bound of proximity of the binomial distribution to the normal one

Cited in

(5)

• A note on uniform approximation to distributions of extreme order statistics
• scientific article; zbMATH DE number 1069357 (Why is no real title available?)
• Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part
• On the remainder term in the approximate Fourier inversion formula for distribution functions
• The distribution of the minimum observation until a stopping time, with an application to the minimal spacing in a renewal process

This page was built for publication: On improving Uspensky-Sherman'n normal approximation by an Edgeworth-expansion approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q700063)