A Berry-Esseen Inequality without Higher Order Moments

被引：0
|
作者：
Wang, Ningning [1 ]
Ahmad, Ibrahim A. [2 ]
机构：
[1] Jackson State Univ, Dept Math & Stat Sci, Jackson, MS 39217 USA
[2] Oklahoma State Univ, Dept Stat, Stillwater, OK 74078 USA
来源：
SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY | 2016年 / 78卷 / 02期
关键词：
Berry-Esseen inequality; Central limit theorem; Convergence rates;
D O I：
暂无
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：
In this note, a generalized form of the celebrated Berry-Esseen inequality is developed assuming only second-order moments to exist in the case of independent but not identically distributed random variables. The result generalizes and unifies many well known and highly used forms of the Berry-Esseen inequality.
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页码：180 / 187
页数：8
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