On the error bound in a combinatorial central limit theorem
Probability
2015-04-14 v5 Statistics Theory
Statistics Theory
Abstract
Let be an array of independent random variables where . Let be a uniform random permutation of , independent of , and let . Suppose is standardized so that . We prove that the Kolmogorov distance between the distribution of and the standard normal distribution is bounded by . Our approach is by Stein's method of exchangeable pairs and the use of a concentration inequality.
Keywords
Cite
@article{arxiv.1111.3159,
title = {On the error bound in a combinatorial central limit theorem},
author = {Louis H. Y. Chen and Xiao Fang},
journal= {arXiv preprint arXiv:1111.3159},
year = {2015}
}
Comments
Published at http://dx.doi.org/10.3150/13-BEJ569 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)