An Algorithm to Estimate a Nonuniform Convergence Bound in the Central Limit Theorem

Details An Algorithm to Estimate a Nonuniform Convergence Bound in the Central Limit Theorem An Algorithm to Estimate a Nonuniform Convergence Bound in the Central Limit Theorem

2010-04-05

arxiv.org/abs/1004.0552v1

Mathematics

Statistics Theory

Scientific paper

A nonuniform version of the Berry-Esseen bound has been proved. The most important feature of the new bound is a monotonically decreasing function C(|t|) instead of the universal constant C=29.1174: C(|t|) 3.2, and C(|t|) tends to 1+e if |t| is increasing. The function C(|t|) has very complex analytical expression based on indicator functions. A general algorithm was developed in order to estimate values of C(|t|) for an arbitrary t.

Affiliated with

Also associated with

No associations

Rating

An Algorithm to Estimate a Nonuniform Convergence Bound in the Central Limit Theorem does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with An Algorithm to Estimate a Nonuniform Convergence Bound in the Central Limit Theorem, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and An Algorithm to Estimate a Nonuniform Convergence Bound in the Central Limit Theorem will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-636692