On the rate of approximation in the central limit theorem for dependent random variables and random vectors |
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Authors: | A K Basu |
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Institution: | 1. University of Illinois at Chicago Circle USA;2. Laurentian University, Sudbury, Ontario, Canada |
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Abstract: | Large “O” and small “o” approximations of the expected value of a class of smooth functions (f Cr(R)) of the normalized partial sums of dependent random variable by the expectation of the corresponding functions of normal random variables have been established. The same types of approximations are also obtained for dependent random vectors. The technique used is the Lindberg-Levy method generalized by Dvoretzky to dependent random variables. |
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Keywords: | Dependent random variables Random Vector Normal Approximations Lindberg-Levy method |
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