A Berry-Esseen-like inequality is provided for the difference between the characteristic function of a weighted sum of conditionally independent random variables and the characteristic function of the standard normal law. Some applications and possible extensions of the main result are also illustrated.
Estimates of the approximation of weighted sums of conditionally independent random variables by the normal law / Dolera, Emanuele. - In: JOURNAL OF INEQUALITIES AND APPLICATIONS. - ISSN 1029-242X. - ELETTRONICO. - 2013:(2013), pp. 320-320. [10.1186/1029-242X-2013-320]
Estimates of the approximation of weighted sums of conditionally independent random variables by the normal law
DOLERA, Emanuele
2013
Abstract
A Berry-Esseen-like inequality is provided for the difference between the characteristic function of a weighted sum of conditionally independent random variables and the characteristic function of the standard normal law. Some applications and possible extensions of the main result are also illustrated.
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