On the speed of convergence in the multi-dimensional central limit theorem
Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 1, pp. 191-194
Citer cet article
Voir la notice de l'article provenant de la source Math-Net.Ru
Estimates, which are uniform with respect to the class of convex sets, of the rate of convergence in the multi-dimensional central limit theorem for a sequence of identically distributed independent random variables with finite third moments are obtained. In the particular case corresponding to distribution functions a better estimate than that given by the general theorem is obtained. An example is constructed to show that the estimate obtained in this case, in some sence, cannot be improved