A dichotomy for CLT in total variation
Probability
2016-06-21 v1
Abstract
Let , , be a sequence of independent and identically distributed random variables with finite third moment, and let be the total variation distance between the distribution of and the normal distribution with the same mean and variance. In this note, we show the dichotomy that either for all or .
Keywords
Cite
@article{arxiv.1606.05700,
title = {A dichotomy for CLT in total variation},
author = {Aihua Xia},
journal= {arXiv preprint arXiv:1606.05700},
year = {2016}
}
Comments
9 pages