Estimates of the approximation of weighted sums of conditionally independent random variables by the normal law

Journal of inequalities and applications

Emanuele Dolera¹ 

关键词: Berry-Esseen inequalities;    central limit theorem;    completely monotone function;    conditional independence;    Taylor formula;   

DOI  :  10.1186/1029-242X-2013-320

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

A Berry-Esseen-like inequality is provided for the difference between the characteristic function of a weighted sum of conditionally independent random variables and the characteristic function of the standard normal law. Some applications and possible extensions of the main result are also illustrated. MSC:60F05, 60G50.

【 授权许可】

CC BY