Journal of Statistics: Advances in Theory and ApplicationsAuthor's: Solym Mawaki Manou-Abi
Pages: [165] - [177]
Received Date: December 26, 2017
Submitted by:
DOI: http://dx.doi.org/10.18642/jsata_7100121914
Zolotarev show in [1, 4] the importance of ideal probability distance
in order to obtain a rate of convergence in limit theorems. This paper
considers the question of the rate of convergence to laws, where
in the generalized CLT, that is, for the
partial sums of independent identically distributed random variables
which are not assumed to be square integrable. This note can be seen
as a slight contribution based on the Zolotarev paper in [1] which
aims to clarify the finiteness conditions of the Zolotarev distance
used to prove bounds.
CLT, probability metric, rate of convergence, stable law.
