Error estimate in the central limit theorem
Articles
Aurelija Kasparavičiūtė
Vytautas Magnus University
Kazimieras Padvelskis
Vytautas Magnus University
Published 2008-12-21
https://doi.org/10.15388/LMR.2008.18129
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Keywords

the Central limit theorem
normal distribution
error estimate
cumulants

How to Cite

Kasparavičiūtė A. and Padvelskis K. (2008) “Error estimate in the central limit theorem”, Lietuvos matematikos rinkinys, 48(proc. LMS), pp. 389–394. doi: 10.15388/LMR.2008.18129.

Abstract

In this paper, we determined, independent identically distributed random variable’s {Xk, k = 1,2,...} centered and normalized sum’s Sn = \sumnk=1 Xk distribution’s Fn(x) = P(Zn < x) exact error estimate in case of the normal approximation with one Cebyšova’s asymptotic expansion’s term.

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