On the absolute constants in the Berry-Esseen type inequalities for identically distributed summands
Abstract
By a modification of the method that was applied in (Korolev and Shevtsova, 2010), here the inequalities and are proved for the uniform distance between the standard normal distribution function and the distribution function of the normalized sum of an arbitrary number of independent identically distributed random variables with zero mean, unit variance and finite third absolute moment . 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 in the classical Berry--Esseen inequality to be , since by virtue of the condition . The second of these inequalities is also a structural improvement of the classical Berry--Esseen inequality, and as well sharpens the upper estimate for still more to be .
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}
}
Comments
7 pages