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LOWER BOUNDS FOR THE NORMAL APPROXIMATION OF A SUM OF INDEPENDENT RANDOM VARIABLES |
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| Authors: | Yoshihiko Maesono |
| Affiliation: | Kagoshima University, Kagoshima, Japan |
| Abstract: | The rates of convergence to the normal distribution are investigated for a sum of independent random variables. Using Stein's method, we derive a lower bound of the uniform distance between two distributions of independent sum and normal. |
| Keywords: | Central limit theorem convergence rate Stein's method sum of independent variables |