On an Estimate of the Remainder Term in the Central Limit Theorem

L. V. Osipov, V. V. Petrov

Theory of Probability and Its Applications · 1967 · 93 citations · 5 references

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Previous article Next article On an Estimate of the Remainder Term in the Central Limit TheoremL. V. Osipov and V. V. PetrovL. V. Osipov and V. V. Petrovhttps://doi.org/10.1137/1112030PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] A. Bikyalis, Limit theorems for sums of independent random vectors, 1965, Author's report on his dissertation, Vil'nus Google Scholar[2] A. Bikyalis, Estimates for the remainder term in the central limit theorem, Lit. Matem. Sb., VI (1966), 321–346, (In Russian.) 0139.35302 Google Scholar[3] V. M. Zolotarev, An absolute estimate of the remainder term in the central limit theorem, Theory Prob. Applications, 11 (1966), 95–105, (English translation.) 10.1137/1111005 0154.43602 LinkGoogle Scholar[4] A. M. Lyapunov, Collected works. Vol. I, Izdat. Akad. Nauk SSSR, Moscow, 1954, 157–176, (In Russian.) MR0086006 Google Scholar[5] L. V. Osipov, Refinement of Lindeberg's theorem, Theory Prob. Applications, 9 (1966), 299–302, (English translation.) 10.1137/1111026 0147.37001 LinkGoogle Scholar[6] V. V. Petrov, A bound for the deviation of the distribution of a sum of independent random variables from the normal law, Dokl. Akad. Nauk SSSR, 160 (1965), 1013–1015, (In Russian.) MR0178497 Google Scholar[7] Andrew C. Berry, The accuracy of the Gaussian approximation to the sum of independent variates, Trans. Amer. Math. Soc., 49 (1941), 122–136 MR0003498 0025.34603 CrossrefGoogle Scholar[8] Carl-Gustav Esseen, Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law, Acta Math., 77 (1945), 1–125 MR0014626 0060.28705 CrossrefGoogle Scholar[9] Willy Feller, Über den zentralen Grenzwertsatz der Wahrscheinlichkeitsrechnung, Math. Z., 40 (1936), 521–559 10.1007/BF01218878 MR1545580 0012.36102 CrossrefGoogle Scholar[10] Melvin L. Katz, Note on the Berry-Esseen theorem, Ann. Math. Statist., 34 (1963), 1107–1108 MR0151996 0122.36704 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Toward the History of the Saint Petersburg School of Probability and Statistics. I. 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I. Rotar’Theory of Probability & Its Applications, Vol. 15, No. 4 | 17 July 2006AbstractPDF (1460 KB)BibliographyModern Theory of Summation of Random Variables Cross Ref On the remainder term in the central limit theoremArkiv för Matematik, Vol. 8, No. 1 | 1 Nov 1969 Cross Ref On the Berry-Esseen theoremZeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, Vol. 10, No. 3 | 1 Jan 1968 Cross Ref Volume 12, Issue 2| 1967Theory of Probability & Its Applications159-345 History Submitted:24 May 1966Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1112030Article page range:pp. 281-286ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics

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