A conditional Berry-Esseen inequality
Probability
2021-01-19 v2 Statistics Theory
Statistics Theory
Abstract
As an extension of a central limit theorem established by Svante Janson, we prove a Berry-Esseen inequality for a sum of independent and identically distributed random variables conditioned by a sum of independent and identically distributed integer-valued random variables.
Keywords
Cite
@article{arxiv.1901.09911,
title = {A conditional Berry-Esseen inequality},
author = {Thierry Klein and A Lagnoux and P Petit},
journal= {arXiv preprint arXiv:1901.09911},
year = {2021}
}
Comments
arXiv admin note: text overlap with arXiv:1603.02235