2013•Theory of Probability and Its ApplicationsRequires access

Nonimprovable Estimates for Asymptotic Expansions in the Central Limit Theorem

Vladimir Vasil'evich Senatov

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Abstract

We obtain new asymptotic expansions in the central limit theorem with explicit estimates of the approximation accuracy, which are guaranteed by the expansions. For some of these estimates the statement about their nonimprovability is valid.

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What this paper is about

We obtain new asymptotic expansions in the central limit theorem with explicit estimates of the approximation accuracy, which are guaranteed by the expansions. For some of these estimates the statement about their nonimprovability is valid.

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Available abstract

We obtain new asymptotic expansions in the central limit theorem with explicit estimates of the approximation accuracy, which are guaranteed by the expansions. For some of these estimates the statement about their nonimprovability is valid.

Key concepts: Central limit theorem, Mathematics, Asymptotic analysis, Limit (mathematics), Asymptotic expansion, Method of matched asymptotic expansions, Statement (logic), Delta method

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