English

On the absolute constants in the Berry-Esseen type inequalities for identically distributed summands

Probability 2011-11-29 v1

Abstract

By a modification of the method that was applied in (Korolev and Shevtsova, 2010), here the inequalities Δn0.3328(β3+0.429)/n\Delta_n\leq0.3328(\beta_3+0.429)/\sqrt{n} and Δn0.33554(β3+0.415)/n\Delta_n\leq0.33554(\beta_3+0.415)/\sqrt{n} are proved for the uniform distance Δn\Delta_n between the standard normal distribution function and the distribution function of the normalized sum of an arbitrary number n1n\geq1 of independent identically distributed random variables with zero mean, unit variance and finite third absolute moment β3\beta_3. The first of these two inequalities improves one that was proved in (Korolev and Shevtsova, 2010), and as well sharpens the best known upper estimate for the absolute constant C0C_0 in the classical Berry--Esseen inequality to be C0<0.4756C_0<0.4756, since 0.3328(β3+0.429)0.33281.429β3<0.4756β30.3328(\beta_3+0.429)\leq0.3328\cdot1.429\beta_3<0.4756\beta_3 by virtue of the condition β31\beta_3\geq1. The second of these inequalities is also a structural improvement of the classical Berry--Esseen inequality, and as well sharpens the upper estimate for C0C_0 still more to be C0<0.4748C_0<0.4748.

Keywords

Cite

@article{arxiv.1111.6554,
  title  = {On the absolute constants in the Berry-Esseen type inequalities for identically distributed summands},
  author = {Irina Shevtsova},
  journal= {arXiv preprint arXiv:1111.6554},
  year   = {2011}
}

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7 pages