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STEIN'S METHOD AND THE BERRY-ESSÉEN THEOREM |
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| Authors: | A D Barbour Peter Hall |
| Institution: | Gonville and Caius College, Cambridge, U.K.;Department of Statistics, The Faculties, Australian National University |
| Abstract: | Stein's method is used to prove the Lindeberg-Feller theorem and a generalization of the Berry-Esséen theorem. The arguments involve only manipulation of probability inequalities, and form an attractive alternative to the less direct Fourier-analytic methods which are traditionally employed. |
| Keywords: | Berry-Esséen theorem Central limit theorem Lindeberg-Feller theorem Stein's method Sums of independent variables |