Title

On the Berry-Esseen Bound for the Student Statistic

Document Type

Article

Publication Date

5-8-2017

Abstract

© 2017 Elsevier Ltd. All rights reserved. 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

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