LOWER BOUNDS FOR THE NORMAL APPROXIMATION OF A SUM OF INDEPENDENT RANDOM VARIABLES

Yoshihiko Maesono

Research output: Contribution to journalArticle

8 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)475-485
Number of pages11
JournalAustralian Journal of Statistics
Volume31
Issue number3
DOIs
Publication statusPublished - Jan 1 1989
Externally publishedYes

Fingerprint

Stein's Method
Sums of Independent Random Variables
Normal Approximation
Gaussian distribution
Rate of Convergence
Lower bound

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

Cite this

LOWER BOUNDS FOR THE NORMAL APPROXIMATION OF A SUM OF INDEPENDENT RANDOM VARIABLES. / Maesono, Yoshihiko.

In: Australian Journal of Statistics, Vol. 31, No. 3, 01.01.1989, p. 475-485.

Research output: Contribution to journalArticle

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