$L^1$ bounds in normal approximation
Probability
2011-11-10 v1
Abstract
The zero bias distribution of , defined though the characterizing equation for all smooth functions , exists for all with mean zero and finite variance . For and defined on the same probability space, the distance between , the distribution function of with and , and the cumulative standard normal has the simple upper bound This inequality is used to provide explicit bounds with moderate-sized constants for independent sums, projections of cone measure on the sphere , simple random sampling and combinatorial central limit theorems.
Cite
@article{arxiv.0710.3262,
title = {$L^1$ bounds in normal approximation},
author = {Larry Goldstein},
journal= {arXiv preprint arXiv:0710.3262},
year = {2011}
}
Comments
Published in at http://dx.doi.org/10.1214/009117906000001123 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)