Error estimate in the central limit theorem
Author(s) -
Aurelija Kasparavičiūtė,
Kazimieras Padvelskis
Publication year - 2008
Publication title -
lietuvos matematikos rinkinys
Language(s) - English
Resource type - Journals
eISSN - 2335-898X
pISSN - 0132-2818
DOI - 10.15388/lmr.2008.18129
Subject(s) - central limit theorem , independent and identically distributed random variables , random variable , mathematics , limit (mathematics) , term (time) , asymptotic expansion , variable (mathematics) , distribution (mathematics) , combinatorics , mathematical analysis , statistics , physics , quantum mechanics
In this paper, we determined, independent identically distributed random variable’s {Xk, k = 1,2,...} centered and normalized sum’s Sn = \sumn k=1 Xk distribution’s Fn(x) = P(Zn < x) exact error estimate in case of the normal approximation with one Cebyšova’s asymptotic expansion’s term.
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