Some optimal bounds in the central limit theorem using zero biasing

DOI10.1016/J.SPL.2011.11.010MaRDI QIDQ419161zbMATH OpenOpenAlexFDO

Authors I. S. Tyurin

Publication date 18 May 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.11.010

zbMATH Keywords

central limit theorem (CLT)convergence ratezero biasing

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Review text

A wide class of probability metrics is concerned. Optimal estimates for the proximity between a probability distribution and its zero bias transformation are derived. The reduction technique of Hoeffding is used. A theorem concerning the bounds of convergence in the central limit theorem is formulated and proved when the moments of order \(2< s\leq 3\) are finite, using the ideal metrics introduced by Zolotarev.

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Cites work

• Bounds on the constant in the mean central limit theorem
• Exact norms of a Stein-type operator and associated stochastic orderings
• Modern Theory of Summation of Random Variables
• On the accuracy of the Gaussian approximation
• On the rate of convergence in the multivariate CLT
• Stein's method and the zero bias transformation with application to simple random sampling
• Stein's method for diffusion approximations
• The Extrema of the Expected Value of a Function of Independent Random Variables

Cited in

(11)

• Optimal rates of convergence in the CLT for quadratic forms
• Poisson approximation in terms of the Gini-Kantorovich distance
• On a bound of the absolute constant in the Berry-Esseen inequality for i.i.d. Bernoulli random variables
• Exact Rosenthal-type inequalities for \(p=3\), and related results
• On the absolute constants in the Berry-Esseen-type inequalities
• An optimal Berry-Esseen type theorem for integrals of smooth functions
• A convolution inequality, yielding a sharper Berry-Esseen theorem for summands Zolotarev-close to normal
• A sharper Lyapunov-Katz central limit error bound for i.i.d. summands Zolotarev-close to normal
• Methods of Poisson approximation
• Zero biasing and a discrete central limit theorem
• Exact Rosenthal-type bounds

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