On the Berry-Esseen bound for the Student statistic

Published 17 Jan 2011 in math.ST, math.PR, and stat.TH | (1101.3286v2)

Abstract: New Berry--Esseen-type bounds, with explicit constant factors, for the distribution of the Student statistic and, equivalently, for that of the self-normalized sum of independent zero-mean random variables are obtained. These bounds are compared with the corresponding existing results.

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Authors (1)

Iosif Pinelis

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