activity
20062025
most citedCombining individually valid and conditionally i.i.d. P-variables

5 citations · 13 across the 15 of their papers we have counts for

collaborators

18 papers

stat.OT2025

Teachable normal approximations to binomial and related probabilities or confidence bounds

Lutz Mattner

For the usual normal approximations to binomial, hypergeometric, or Poisson interval probabilities, we collect some simple but then reasonably sharp error bounds. For the Clopper-P…

math.PR2025★ 1 cited

A sharper Lyapunov-Katz central limit error bound for i.i.d. summands Zolotarev-close to normal

Lena Jonas, Lutz Mattner

We prove a central limit error bound for convolution powers of laws with finite moments of order , taking a closeness of the laws to normality into…

math.PR2022

A convolution inequality, yielding a sharper Berry-Esseen theorem for summands Zolotarev-close to normal

Lutz Mattner

The classical Berry-Esseen error bound, for the normal approximation to the law of a sum of independent and identically distributed random variables, is here improved by replacing…

math.PR2022

Extreme expectations of Bernoulli convolutions given their first few moments are attained at shifted convolutions of as few binomials

Lutz Mattner

A result of Chebyshev (1864) and Hoeffding1956}, on bounding an expectation of a given function with respect to a Bernoulli convolution (also called Poisson binomial law, or law of…

math.PR2017

An optimal Berry-Esseen type theorem for integrals of smooth functions

Lutz Mattner, Irina Shevtsova

We prove a Berry-Esseen type inequality for approximating expectations of sufficiently smooth functions , like , with respect to standardized convolutions of laws $…

math.PR2017

The medians for exponential families and the normal law

Gerard Letac, Lutz Mattner, Mauro Piccioni

Let a probability on the real line generating a natural exponential family . We show that is a median of for all only if is the standard Gaus…