Improvement of the constant in the non-uniform version of the berry-esseen theorem
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Title Improvement of the constant in the non-uniform version of the berry-esseen theorem
Creator Pongsachart Thongtha
Contributor Kritsana Neammanee
Publisher Chulalongkorn University
Publication Year 2549
Keyword Berry–Esseen theorem, Mathematical statistics, Sampling (statistics), Distribution (Probability theory)
Abstract We improve the constant in non-uniform version of the Berry-Esseen theorem by using two methods, namely, Stein’s method using the concentration inequality and the method obtained from the Paditz-Siganov theorem, on which the random variables are not necessarily identically distributed and the existence of the absolute third moment is not required. By these two methods, the former yields a better constant recorded, while the latter gives an even letter constant.
URL Website cuir.car.chula.ac.th
Chulalongkorn University

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