On the Berry--Esseen bound for the Student statistic

Details On the Berry--Esseen bound for the Student statistic On the Berry--Esseen bound for the Student statistic

2011-01-17

arxiv.org/abs/1101.3286v1

Mathematics

Statistics Theory

Scientific paper

New Berry--Esseen-type bounds, with explicit constant factors, for the
distribution of the Student statistic and, equivalently, for that of the
self-normalized sum of independent zero-mean random variables are obtained.
These bounds are compared with the corresponding existing results.

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