Premium
LOWER BOUNDS FOR THE NORMAL APPROXIMATION OF A SUM OF INDEPENDENT RANDOM VARIABLES
Author(s) -
Maesono Yoshihiko
Publication year - 1989
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1989.tb00991.x
Subject(s) - mathematics , random variable , sum of normally distributed random variables , normal distribution , illustration of the central limit theorem , variables , distribution (mathematics) , convergence of random variables , convergence (economics) , combinatorics , statistics , mathematical analysis , economics , economic growth
Summary The rates of convergence to the normal distribution are investigated for a sum of independent random variables. Using Stein's method, we derive a lower bound of the uniform distance between two distributions of independent sum and normal.