Characterizing the Rate of Convergence in the Central Limit Theorem
Open Access
- 1 December 1980
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 8 (6) , 1037-1048
- https://doi.org/10.1214/aop/1176994566
Abstract
Asymptotic upper and lower bounds are obtained for the uniform measure of the rate of convergence in the central limit theorem using a variety of norming constants. For many distributions the upper and lower bounds are of the same order of magnitude. As easy corollaries we deduce extensive generalizations of the classical characterizations of the rate of convergence in terms of series and order of magnitude conditions.Keywords
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