Sharpening of the upper-estimate of the absolute constant in the Berry–Esseen inequality
Teoriâ veroâtnostej i ee primeneniâ, Tome 51 (2006) no. 3, pp. 622-626 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

The upper bound of the absolute constant in the classical Berry–Esseen inequality for sums of independent identically distributed random variables with finite third moments is lowered to $C\leqslant 0.7056$.
Keywords: Berry–Esseen inequality, central limit theorem, normal approximation, convergence rate estimate.
@article{TVP_2006_51_3_a13,
     author = {I. G. Shevtsova},
     title = {Sharpening of the upper-estimate of the absolute constant in the {Berry{\textendash}Esseen} inequality},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {622--626},
     year = {2006},
     volume = {51},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2006_51_3_a13/}
}
TY  - JOUR
AU  - I. G. Shevtsova
TI  - Sharpening of the upper-estimate of the absolute constant in the Berry–Esseen inequality
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2006
SP  - 622
EP  - 626
VL  - 51
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/TVP_2006_51_3_a13/
LA  - ru
ID  - TVP_2006_51_3_a13
ER  - 
%0 Journal Article
%A I. G. Shevtsova
%T Sharpening of the upper-estimate of the absolute constant in the Berry–Esseen inequality
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2006
%P 622-626
%V 51
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_2006_51_3_a13/
%G ru
%F TVP_2006_51_3_a13
I. G. Shevtsova. Sharpening of the upper-estimate of the absolute constant in the Berry–Esseen inequality. Teoriâ veroâtnostej i ee primeneniâ, Tome 51 (2006) no. 3, pp. 622-626. http://geodesic.mathdoc.fr/item/TVP_2006_51_3_a13/

[1] Zolotarev V. M., “Absolyutnaya otsenka ostatochnogo chlena v tsentralnoi predelnoi teoreme”, Teoriya veroyatn. i ee primen., 11:1 (1966), 108–119 | MR | Zbl

[2] Kolmogorov A. N., “Nekotorye raboty poslednikh let v oblasti predelnykh teorem teorii veroyatnostei”, Vestnik Mosk. un-ta, 1953, no. 10, 29–38 | Zbl

[3] Rogozin B. A., “Odno zamechanie k rabote Esseena “Momentnoe neravenstvo s primeneniem k tsentralnoi predelnoi teoreme””, Teoriya veroyatn. i ee primen., 5:1 (1960), 125–128 | MR

[4] Feller V., Vvedenie v teoriyu veroyatnostei i ee prilozheniya, T. 2, Mir, M., 1967, 752 pp. | MR

[5] Shiganov I. S., “Ob utochnenii verkhnei konstanty v ostatochnom chlene tsentralnoi predelnoi teoremy”, Problemy ustoichivosti stokhasticheskikh modelei, Trudy VNIISI, 1982, 109–115 | MR | Zbl

[6] van Beek P., Fourier-analytische Methoden zur Verscharfung der Berry–Esseen Schranke, Doctoral dissertation, Friedrich Wilhelms Universitat, Bonn, 1971

[7] van Beek P., “An application of Fourier methods to the problem of sharpening the Berry–Esseen inequality”, Z. Wahrscheinlichkeitstheor. Verw. Geb., 23 (1972), 187–196 | DOI | MR | Zbl

[8] Bergström H., “On the central limit theorem in the case of not equally distributed random variables”, Skand. Aktuarietidskr., 32 (1949), 37–62 | MR

[9] Berry A. C., “The accuracy of the Gaussian approximation to the sum of independent variates”, Trans. Amer. Math. Soc., 49 (1941), 122–136 | DOI | MR

[10] Esseen C.-G., “On the Liapunoff limit of error in the theory of probability”, Ark. Mat. Astron. Fys., A28:9 (1942), 1–19 | MR

[11] Esseen C.-G., “A moment inequality with an application to the central limit theorem”, Skand. Aktuarietidskr., 39 (1956), 160–170 | MR

[12] Hsu P. L., “The approximate distributions of the mean and variance of a sample of independent variables”, Ann. Math. Statist., 16:1 (1945), 1–29 | DOI | MR | Zbl

[13] Prawitz H., “Limits for a distribution, if the characteristic function is given in a finite domain”, Skand. Aktuarietidskr., 1972 (1973), 138–154 | MR | Zbl

[14] Takano K., “A remark to a result of A. C. Berry”, Res. Mem. Inst. Math., 9:6 (1951), 4.08–4.15

[15] Wallace D. L., “Asymptotic approximations to distributions”, Ann. Math. Statist., 29 (1958), 635–654 | DOI | MR | Zbl

[16] Zolotarev V. M., “A sharpening of the inequality of Berry–Esseen”, Z. Wahrscheinlichkeitstheor. Verw. Geb., 8 (1967), 332–342 | DOI | MR | Zbl