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A New General Estimate of the Rate of Convergence in the Central Limit Theorem in R(k)

A general theorem is proved which gives an estimate of the rate of convergence on convex sets in the multidimensional central limit theorem for identically distributed summands. The estimate depends on the distance of the boundary of the convex set from the origin (the larger the distance, the bette...

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Detalhes bibliográficos
Autor principal: Sazonov, V. V.
Formato: Artigo
Idioma:Inglês
Publicado em: 1974
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC387946/
https://ncbi.nlm.nih.gov/pubmed/16592129
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