The asymptotic Berry-Esseen constant for intervals
Probability
2012-04-04 v2
Abstract
The asymptotic constant in the Berry-Esseen inequality for interval probabilities is shown to be sqrt(2/pi).
Cite
@article{arxiv.1111.7146,
title = {The asymptotic Berry-Esseen constant for intervals},
author = {Todor Dinev and Lutz Mattner},
journal= {arXiv preprint arXiv:1111.7146},
year = {2012}
}
Comments
4 pages. References updated, minor corrections in Lemma 2.2. To appear in Teoriya Veroyatnostei i ee Primeneniya