On the multidimensional central limit theorem
Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 1, pp. 164-170
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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]).