A Berry-Esseen bound for symmetric statistics |
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| Authors: | W R van Zwet |
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| Institution: | (1) Dept. of Mathematics and Computer Science, University of Leiden, Wassenaarseweg 80, P.O. Box 9512, 2300 RA Leiden, The Netherlands |
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| Abstract: | Summary The rate of convergence of the distribution function of a symmetric function of N independent and identically distributed random variables to its normal limit is investigated. Under appropriate moment conditions the rate is shown to be
(N–1/2). This theorem generalizes many known results for special cases and two examples are given. Possible further extensions are indicated.Research supported by the U.S. Office of Naval Research, Contract N 00014-80-C-0163 |
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