The rate of convergence to the normal law in terms of pseudomoments

Yuliya Mishura, Yevheniya Munchak, Petro Slyusarchuk

Published 2015-08-12Version 1

We establish the rate of convergence of distributions of sums of independent identically distributed random variables to the Gaussian distribution in terms of truncated pseudomoments by implementing the idea of Yu. Studnyev for getting estimates of the rate of convergence of the order higher than $n^{-1/2}$.