UNIFORM LOCAL PROBABILITY APPROXIMATIONS - IMPROVEMENTS ON BERRY-ESSEEN
成果类型：
Article
署名作者：
HAHN, MG; KLASS, MJ
署名单位：
University of California System; University of California Berkeley; Tufts University
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176988394
发表日期：
1995
页码：
446-463
关键词：
摘要：
Let X(1),X(2),... be independent, mean zero, uniformly hounded random variables with S-n = X(1) +...+ X(n). Optimal criteria are determined on the length and location of an interval Gamma so that P(S-n epsilon Gamma) is proportional to (\Gamma\/root VarS(n)) boolean AND 1. The proof makes an unusual use of support considerations.