An improvement of a non-uniform bound for combinatorial central limit theorem
Patcharee Sumritnorrapong,
Kritsana Neammanee and
Jiraphan Suntornchost
Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 9, 2129-2146
Abstract:
In this article, we develop a new Rosenthal Inequality for uniform random permutation sums of random variables with finite third moments and apply it to obtain a sharp non-uniform bound for the combinatorial central limit theorem using the Stein's method and the exchangeable pair techniques. The obtained bound is shown to be sharper than other existing bounds.
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:48:y:2019:i:9:p:2129-2146
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DOI: 10.1080/03610926.2018.1459711
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