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

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

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 ${...

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Bibliographic Details
Main Authors: Yuliya Mishura, Yevheniya Munchak, Petro Slyusarchuk
Format: Article
Language:English
Published: VTeX 2015-04-01
Series:Modern Stochastics: Theory and Applications
Subjects:
Rate of convergence
truncated pseudomoments
Gaussian distribution
Online Access:https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA23

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