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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