Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1148467 | Journal of Statistical Planning and Inference | 2008 | 12 Pages |
Abstract
We obtain near optimal Berry-Esseen bounds for standardized sums of independent identically distributed random variables. This is achieved by distinguishing the lattice and the non-lattice cases, as one-term Edgeworth expansions do. The main tool is an easy inequality involving the usual second modulus of continuity, in substitution of Esseen's smoothing inequality. An illustrative example concerning the exponential distribution is also considered.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
José A. Adell, Alberto Lekuona,