The Asymptotic Berry--Esseen Constant for Intervals

The asymptotic constant in the Berry--Esseen inequality for interval probabilities is shown to be $\sqrt{2/\pi}$. [PUBLICATION ABSTRACT]

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Bibliographic Details
Published in:Theory of probability and its applications 2013-01, Vol.57 (2), p.323-325
Main Authors: Dinev, T, Mattner, L
Format: Article
Language:English
Subjects:
Asymptotic properties
Central limit theorem
Inequalities
Inequality
Intervals
Random variables
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Description
Summary:The asymptotic constant in the Berry--Esseen inequality for interval probabilities is shown to be $\sqrt{2/\pi}$. [PUBLICATION ABSTRACT]
ISSN:0040-585X
1095-7219
DOI:10.1137/S0040585X9798600X