On the Berry-Esseen Bound for the Student Statistic

Authors

Iosif Pinelis, Michigan Technological UniversityFollow

Document Type

Article

Publication Date

5-8-2017

Department

Department of Mathematical Sciences

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.

Publication Title

Inequalities and Extremal Problems in Probability and Statistics: Selected Topics

Recommended Citation

Pinelis, I. (2017). On the Berry-Esseen Bound for the Student Statistic. Inequalities and Extremal Problems in Probability and Statistics: Selected Topics, 139-157. http://doi.org/10.1016/B978-0-12-809818-9.00005-7
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p/5858