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
Voir la notice de l'article provenant de la source Math-Net.Ru
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--Esseen} inequality},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {622--626},
publisher = {mathdoc},
volume = {51},
number = {3},
year = {2006},
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 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2006_51_3_a13/ LA - ru ID - TVP_2006_51_3_a13 ER -
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/