A Remark on Esseen's Paper “A Moment Inequality with an Application to the Central Limit Theorem”
Teoriâ veroâtnostej i ee primeneniâ, Tome 5 (1960) no. 1, pp. 125-128
Cet article a éte moissonné depuis la source Math-Net.Ru
It is proved that $$\lim_{n\to\infty}\inf_{\substack{-\infty<a<\infty\\<0<\sigma<\infty}}\sup_x\sqrt n\left|F_n(x)-\Phi\left(\frac{x-a}\sigma\right)\right|\leq\frac1{\sqrt{2\pi}}\rho_3,$$ where $\Phi (x)$ is a normal distribution function and $F_n (x)$ is a distribution function of a normed sum of independent identically distributed random variables. The constant $(2\pi)^{-1/2}$ cannot be improved.
@article{TVP_1960_5_1_a9,
author = {B. A. Rogozin},
title = {A {Remark} on {Esseen's} {Paper} {{\textquotedblleft}A} {Moment} {Inequality} with an {Application} to the {Central} {Limit} {Theorem{\textquotedblright}}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {125--128},
year = {1960},
volume = {5},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1960_5_1_a9/}
}
TY - JOUR AU - B. A. Rogozin TI - A Remark on Esseen's Paper “A Moment Inequality with an Application to the Central Limit Theorem” JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1960 SP - 125 EP - 128 VL - 5 IS - 1 UR - http://geodesic.mathdoc.fr/item/TVP_1960_5_1_a9/ LA - ru ID - TVP_1960_5_1_a9 ER -
B. A. Rogozin. A Remark on Esseen's Paper “A Moment Inequality with an Application to the Central Limit Theorem”. Teoriâ veroâtnostej i ee primeneniâ, Tome 5 (1960) no. 1, pp. 125-128. http://geodesic.mathdoc.fr/item/TVP_1960_5_1_a9/