Abstract

We derive a lower bound to the rate of convergence in the central limit theorem. Our result is expressed in terms similar to those of the Berry-Esséen inequality, with the distance between two distributions on one side of the inequality and an easily calculated function of the summands on the other, related by a universal constant. The proof is based on Stein’s method.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call