Some estimates of the normal approximation for independent non-identically distributed random variables

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作者
Jonas Sunklodas
机构
[1] Institute of Mathematics and Informatics,
[2] Vilnius University,undefined
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central limit theorem; independent random variables; non-identically distributed random variables; upper bound; Edgeworth expansion; 60F05;
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摘要
In this paper, we generalize some results of [V. Bentkus, A new method for approximation in probability and operator theories, Lith. Math. J., 43(4):367–388, 2003] for independent identically distributed summands to to the case of independent non-identically distributed real summands. We derive the Edgeworth expansion with the first term only. Proofs are given following [V. Bentkus, A new method for approximation in probability and operator theories, Lith. Math. J., 43(4):367–388, 2003].
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