On the error bound in a combinatorial central limit theorem

被引:21
|
作者
Chen, Louis H. Y. [1 ]
Fang, Xiao [2 ]
机构
[1] Natl Univ Singapore, Dept Math, Singapore 119076, Singapore
[2] Natl Univ Singapore, Dept Stat & Appl Probabil, Singapore 117546, Singapore
关键词
combinatorial central limit theorem; concentration inequality; exchangeable pairs; Stein's method; APPROXIMATION; REMAINDER;
D O I
10.3150/13-BEJ569
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let X = {X-ij: 1 <= i, j <= n} be an n x n array of independent random variables where n >= 2. Let it be a uniform random permutation of {1, 2,... n}, independent of X, and let W = Sigma(n)(i=1) X-i pi(i). Suppose X is standardized so that EW = 0, Var(W) = 1. We prove that the Kolmogorov distance between the distribution of W and the standard normal distribution is bounded by 451 Sigma(n)(i,j=1) E vertical bar X-ij vertical bar(3)/n. Our approach is by Stein's method of exchangeable pairs and the use of a concentration inequality.
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页码:335 / 359
页数:25
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