On the multidimensional central limit theorem
Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 1, pp. 164-170
Cet article a éte moissonné depuis la source Math-Net.Ru
Two estimations in the central limit theorem for equally distributed random vectors in $R^s$ are given. The first one involves distribution functions (for $s=2$) and is an improvement of previous results stated in [1] and [2]. The second one concerns (for arbitrary $s$) “the distance” $\rho_2$ defined as $$ \sup_A|P(A)-Q(A)| $$ where the supremum is taken over all measurable convex sets $A\in R^s$ (cf. [5]).
@article{TVP_1968_13_1_a14,
author = {S. M. Sadikova},
title = {On the multidimensional central limit theorem},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {164--170},
year = {1968},
volume = {13},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1968_13_1_a14/}
}
S. M. Sadikova. On the multidimensional central limit theorem. Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 1, pp. 164-170. http://geodesic.mathdoc.fr/item/TVP_1968_13_1_a14/