On the accuracy of the Gaussian approximation
From MaRDI portal
Publication:845500
DOI10.1134/S1064562409060155zbMath1201.60018WikidataQ56289017 ScholiaQ56289017MaRDI QIDQ845500
Publication date: 29 January 2010
Published in: Doklady Mathematics (Search for Journal in Brave)
Related Items
Convergence Rate Estimates in the Global CLT for Compound Mixed Poisson Distributions, A Moment Inequality with Application to Convergence Rate Estimates in the Global CLT for Poisson-Binomial Random Sums, An optimal Berry-Esseen type theorem for integrals of smooth functions, A closeness estimate for probability distribution and its zero bias transformation, A square bias transformation of probability distributions: some properties and applications, Some optimal bounds in the central limit theorem using zero biasing, On the accuracy of the approximation of the complex exponent by the first terms of its Taylor expansion with applications, An improvement of convergence rate estimates in the Lyapunov theorem, Some estimates of normal approximation for the distribution of a sum of a random number of independent random variables, An optimal Berry-Esseen type inequality for expectations of smooth functions, On a bound of the absolute constant in the Berry-Esseen inequality for i.i.d. Bernoulli random variables, An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums, Convergence Rate of Random Geometric Sum Distributions to the Laplace Law
Cites Work
- Stein's method and the zero bias transformation with application to simple random sampling
- A sharpening of the inequality of Berry-Esseen
- An application of Fourier methods to the problem of sharpening the Berry-Esseen inequality
- The Extrema of the Expected Value of a Function of Independent Random Variables