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Bounds of the remainder in a combinatorial central limit theorem

Andrei N. Frolov

Statistics & Probability Letters, 2015, vol. 105, issue C, 37-46

Abstract: We derive new bounds of the remainder in a combinatorial central limit theorem without assumptions on independence and existence of moments of summands. For independent random variables our theorems imply Esseen and Berry–Esseen type inequalities, some other new bounds and a combinatorial central limit theorem in the case of infinite variations.

Keywords: Combinatorial central limit theorem; Berry–Esseen inequality; Esseen inequality (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.05.020

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