On the Berry-Esseen bound for the Student statistic
Statistics Theory
2015-03-17 v2 Probability
Statistics Theory
Abstract
New Berry--Esseen-type bounds, with explicit constant factors, for the distribution of the Student statistic and, equivalently, for that of the self-normalized sum of independent zero-mean random variables are obtained. These bounds are compared with the corresponding existing results.
Cite
@article{arxiv.1101.3286,
title = {On the Berry-Esseen bound for the Student statistic},
author = {Iosif Pinelis},
journal= {arXiv preprint arXiv:1101.3286},
year = {2015}
}
Comments
A few minor changes made