The Berry-Esseen bound for identically distributed random variables by Stein method

The Berry-Esseen bound for identically distributed random variables by Stein method

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摘要 In this paper, we obtain the Berry-Esseen bound for identically distributed random variables by Stein method. The results obtained generalize the results of Shao and Su （2006） and Stein （1986）. In this paper, we obtain the Berry-Esseen bound for identically distributed random variables by Stein method. The results obtained generalize the results of Shao and Su （2006） and Stein （1986）.

作者 CAI Guang-hui

机构地区 Department of Mathematics

出处《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2012年第4期455-461,共7页 高校应用数学学报（英文版）（B辑）

基金 Supported by the National Natural Science Foundation of China (11101364) the Zhejiang Natural Science Foundation of China (Y6110110)

关键词 Berry-Esseen bound Stein method exchangeable pair. Berry-Esseen bound, Stein method, exchangeable pair.

分类号 O211.5 [理学—概率论与数理统计] O211.4 [理学—概率论与数理统计]

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参考文献18

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Applied Mathematics(A Journal of Chinese Universities)

2012年第4期

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The Berry-Esseen bound for identically distributed random variables by Stein method

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