The rate of convergence to the normal law in terms of pseudomoments
Volume 2, Issue 2 (2015), pp. 95–106
Pub. online: 21 April 2015
Type: Research Article
Open Access
Open Access
Received
21 February 2015
21 February 2015
Revised
4 April 2015
4 April 2015
Accepted
10 April 2015
10 April 2015
Published
21 April 2015
21 April 2015
Abstract
We establish the rate of convergence of distributions of sums of independent identically distributed random variables to the Gaussian distribution in terms of truncated pseudomoments by implementing the idea of Yu. Studnyev for getting estimates of the rate of convergence of the order higher than ${n}^{-1/2}$.
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