The rate of convergence to the normal law in terms of pseudomoments

Yuliya Mishura; Yevheniya Munchak; Petro Slyusarchuk

doi:10.15559/15-VMSTA23

paper

The rate of convergence to the normal law in terms of pseudomoments

arXiv:1508.02832 · doi:10.15559/15-VMSTA23

Abstract

We establish the rate of convergence of distributions of sums of independent identically distributed random variables to the Gaussian distribution in terms of truncated pseudomoments by implementing the idea of Yu. Studnyev for getting estimates of the rate of convergence of the order higher than $n^{- 1/2}$ .

Published at http://dx.doi.org/10.15559/15-VMSTA23 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)