An estimate from below of the remainder in the central limit theorem for a sum of independent random variables with finite moments of a high order
Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 1, pp. 169-178
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This paper finds optimal estimates from below for a distance between a distribution function of a sum of independent random variables with finite moments of a high order and the standard normal distribution function.
Keywords:
sum of independent random variables, central limit theorem, estimate from below.
@article{TVP_2002_47_1_a14,
author = {L. V. Rozovskii},
title = {An estimate from below of the remainder in the central limit theorem for a sum of independent random variables with finite moments of a high order},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {169--178},
publisher = {mathdoc},
volume = {47},
number = {1},
year = {2002},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2002_47_1_a14/}
}
TY - JOUR AU - L. V. Rozovskii TI - An estimate from below of the remainder in the central limit theorem for a sum of independent random variables with finite moments of a high order JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2002 SP - 169 EP - 178 VL - 47 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2002_47_1_a14/ LA - ru ID - TVP_2002_47_1_a14 ER -
%0 Journal Article %A L. V. Rozovskii %T An estimate from below of the remainder in the central limit theorem for a sum of independent random variables with finite moments of a high order %J Teoriâ veroâtnostej i ee primeneniâ %D 2002 %P 169-178 %V 47 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2002_47_1_a14/ %G ru %F TVP_2002_47_1_a14
L. V. Rozovskii. An estimate from below of the remainder in the central limit theorem for a sum of independent random variables with finite moments of a high order. Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 1, pp. 169-178. http://geodesic.mathdoc.fr/item/TVP_2002_47_1_a14/