Use Theorem 4 24 to prove Corollary 4 2 Theorem 4 24 (Berry and Esseen) Let X 1 be a sequence of indepen dent and identically distributed random variables from a distribution such that E(X) 0 and V(X) 1 If p E( xn ) then sup P(n t) (t) n 2Bp tR for all n N where B is a constant that does not depend...

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Use Theorem 4.24 to prove Corollary 4.2. Theorem 4.24 (Berry and Esseen). Let {X}1 be a sequence

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Use Theorem 4.24 to prove Corollary 4.2.

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Introduction To Statistical Limit Theory

ISBN: 9780367383138

1st Edition

Authors: Alan M. Polansky

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Question Posted: Mar 15, 2024 02:00 AM

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Use Theorem 4.24 to prove Corollary 4.2. Theorem 4.24 (Berry and Esseen). Let {X}1 be a sequence

Question:

Theorem 4.24 (Berry and Esseen). Let {X}1 be a sequence of indepen- dent and identically distributed random variables from a distribution such that E(X) = 0 and V(X) = 1. If p = E(|xn|) < then sup P(n/t)-(t)| n/2Bp. tR for all n = N where B is a constant that does not depend on n. (4.6)

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Introduction To Statistical Limit Theory

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