Timeline for estimate the error term in CLT
Current License: CC BY-SA 2.5
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Sep 20, 2010 at 1:52 | comment | added | Paul Yuryev | Also instead of Berry-Esseen it is better to apply non-uniform Berry-Esseen, i.e. something like (do not remember the constants exactly) $$ |F_m(x) - F(x)| \le {\mathrm{const}\over\sqrt{m}} {1\over 1+x^3} $$ | |
Sep 20, 2010 at 1:07 | history | answered | user6096 | CC BY-SA 2.5 |