{ "id": "1111.6554", "version": "v1", "published": "2011-11-28T19:18:37.000Z", "updated": "2011-11-28T19:18:37.000Z", "title": "On the absolute constants in the Berry-Esseen type inequalities for identically distributed summands", "authors": [ "Irina Shevtsova" ], "comment": "7 pages", "categories": [ "math.PR" ], "abstract": "By a modification of the method that was applied in (Korolev and Shevtsova, 2010), here the inequalities $\\Delta_n\\leq0.3328(\\beta_3+0.429)/\\sqrt{n}$ and $\\Delta_n\\leq0.33554(\\beta_3+0.415)/\\sqrt{n}$ are proved for the uniform distance $\\Delta_n$ between the standard normal distribution function and the distribution function of the normalized sum of an arbitrary number $n\\geq1$ of independent identically distributed random variables with zero mean, unit variance and finite third absolute moment $\\beta_3$. The first of these two inequalities improves one that was proved in (Korolev and Shevtsova, 2010), and as well sharpens the best known upper estimate for the absolute constant $C_0$ in the classical Berry--Esseen inequality to be $C_0<0.4756$, since $0.3328(\\beta_3+0.429)\\leq0.3328\\cdot1.429\\beta_3<0.4756\\beta_3$ by virtue of the condition $\\beta_3\\geq1$. The second of these inequalities is also a structural improvement of the classical Berry--Esseen inequality, and as well sharpens the upper estimate for $C_0$ still more to be $C_0<0.4748$.", "revisions": [ { "version": "v1", "updated": "2011-11-28T19:18:37.000Z" } ], "analyses": { "subjects": [ "60F05" ], "keywords": [ "berry-esseen type inequalities", "absolute constant", "identically distributed summands", "identically distributed random variables", "classical berry-esseen inequality" ], "note": { "typesetting": "TeX", "pages": 7, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2011arXiv1111.6554S" } } }