Loading [MathJax]/jax/output/CommonHTML/jax.js
Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teoriya Veroyatnostei i ee Primeneniya, 1966, Volume 11, Issue 4, Pages 632–655 (Mi tvp663)  

This article is cited in 48 scientific papers (total in 49 papers)

On the accuracy of Gaussian approximation to the distribution functions of sums of independent random variables

I. A. Ibragimov

Leningrad
Abstract: Let {ξn} be a sequence of independent identically distributed random variables with a common distribution function (d.f.) F(x). Let us assume that d.f. belongs to the domain of attraction of the Gaussian law. Denote by Fn(x;An,Bn) the d.f. of normalized sum Sn=1Bnn1ξiAn and let
δn=infAn,Bnsupx|Fn(x;An,Bn)Φ(x)|
where Φ(x)=12πxeu2/2du.
We investigate in this paper the rate of convergence of δn to 0 and some other related problems. The main results which are also indicative of the other results of the paper are the following theorems.
Theorem 3.1. {\it In order that δn=O(nδ/2), 0<δ<1, it is necessary and sufficient that the following conditions be satisfied}
σ2=x2dF(x)<,\eqno(3.2)|x|>zx2dF(x)=O(|z|δ),z.\eqno(3.3)

Theorem 3.2. {\it In order that δn=O(n1/2) it is necessary and sufficient that conditions (3.1), (3.2) and the following one
zzx3dF(x)=O(1),z\eqno(3.4)
be satisfied}.
Received: 06.11.1965
English version:
Theory of Probability and its Applications, 1966, Volume 11, Issue 4, Pages 559–579
DOI: https://doi.org/10.1137/1111061
Bibliographic databases:
Language: Russian
Citation: I. A. Ibragimov, “On the accuracy of Gaussian approximation to the distribution functions of sums of independent random variables”, Teor. Veroyatnost. i Primenen., 11:4 (1966), 632–655; Theory Probab. Appl., 11:4 (1966), 559–579
Citation in format AMSBIB
\Bibitem{Ibr66}
\by I.~A.~Ibragimov
\paper On the accuracy of Gaussian approximation to the distribution functions of sums of independent random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1966
\vol 11
\issue 4
\pages 632--655
\mathnet{http://mi.mathnet.ru/tvp663}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=212853}
\zmath{https://zbmath.org/?q=an:0161.15207}
\transl
\jour Theory Probab. Appl.
\yr 1966
\vol 11
\issue 4
\pages 559--579
\crossref{https://doi.org/10.1137/1111061}
Linking options:
  • https://www.mathnet.ru/eng/tvp663
  • https://www.mathnet.ru/eng/tvp/v11/i4/p632
  • This publication is cited in the following 49 articles:
    1. A. A. Borovkov, Al. V. Bulinski, A. M. Vershik, D. Zaporozhets, A. S. Holevo, A. N. Shiryaev, “Ildar Abdullovich Ibragimov (on his ninetieth birthday)”, Russian Math. Surveys, 78:3 (2023), 573–583  mathnet  crossref  crossref  mathscinet  adsnasa  isi
    2. Moritz Jirak, “Edgeworth expansions for volatility models”, Electron. J. Probab., 28:none (2023)  crossref
    3. Moritz Jirak, “A Berry-Esseen bound with (almost) sharp dependence conditions”, Bernoulli, 29:2 (2023)  crossref
    4. Ruslan Gabdullin, Vladimir Makarenko, Irina Shevtsova, “On Natural Convergence Rate Estimates in the Lindeberg Theorem”, Sankhya A, 84:2 (2022), 671  crossref
    5. Nguyen Tien Dung, “Rates of Convergence in the Central Limit Theorem for Nonlinear Statistics Under Relaxed Moment Conditions”, Acta Math Vietnam, 47:3 (2022), 635  crossref
    6. James Allen Fill, Svante Janson, “The sum of powers of subtree sizes for conditioned Galton–Watson trees”, Electron. J. Probab., 27:none (2022)  crossref
    7. V. Yu. Korolev, A. V. Dorofeeva, “O tochnosti normalnoi approksimatsii pri otsutstvii normalnoi skhodimosti”, Inform. i ee primen., 15:1 (2021), 116–121  mathnet  crossref
    8. Gabdullin R. Makarenko V. Shevtsova I., “Asymptotically Exact Constants in Natural Convergence Rate Estimates in the Lindeberg Theorem”, Mathematics, 9:5 (2021), 501  crossref  isi
    9. Zhilova M., “Nonclassical Berry-Esseen Inequalities and Accuracy of the Bootstrap”, Ann. Stat., 48:4 (2020), 1922–1939  crossref  isi
    10. M. A. Lifshits, Ya. Yu. Nikitin, V. V. Petrov, A. Yu. Zaitsev, A. A. Zinger, “Toward the history of the Saint Petersburg school of probability and statistics. I. Limit theorems for sums of independent random variables”, Vestn. St Petersb. Univ. Math., 51:2 (2018), 144–163  crossref  crossref  mathscinet  zmath  isi  elib  scopus
    11. R. A. Gabdullin, V.A. Makarenko, I. G. Shevtsova, “Esseen–Rozovskii Type Estimates for the Rate of Convergence in the Lindeberg Theorem”, J Math Sci, 234:6 (2018), 847  crossref
    12. Wiley Series in Probability and Statistics, Robust Correlation, 2016, 33  crossref
    13. Luc Devroye, “A Note on the Probability of Cutting a Galton-Watson Tree”, Electron. J. Probab., 16:none (2011)  crossref
    14. I. G. Shevtsova, “On the asymptotically exact constants in the Berry–Esseen–Katz inequality”, Theory Probab. Appl., 55:2 (2011), 225–252  mathnet  crossref  crossref  mathscinet  isi
    15. C. C. Heyde, T. Nakata, Selected Works of C.C. Heyde, 2010, 376  crossref
    16. C. C. Heyde, Selected Works of C.C. Heyde, 2010, 119  crossref
    17. C. C. Heyde, Selected Works of C.C. Heyde, 2010, 249  crossref
    18. C. C. Heyde, B. M. Brown, Selected Works of C.C. Heyde, 2010, 147  crossref
    19. C. C. Heyde, Selected Works of C.C. Heyde, 2010, 103  crossref
    20. C. C. Heyde, Selected Works of C.C. Heyde, 2010, 289  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:576
    Full-text PDF :315
    First page:1
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025