{ "id": "1810.09681", "version": "v1", "published": "2018-10-23T06:44:29.000Z", "updated": "2018-10-23T06:44:29.000Z", "title": "On a bound of the absolute constant in the Berry--Esseen inequality for i.i.d. Bernoulli random variables", "authors": [ "Anatolii Zolotukhin", "Sergei Nagaev", "Vladimir Chebotarev" ], "comment": "Published at https://doi.org/10.15559/18-VMSTA113 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)", "journal": "Modern Stochastics: Theory and Applications 2018, Vol. 5, No. 3, 385-410", "doi": "10.15559/18-VMSTA113", "categories": [ "math.PR" ], "abstract": "It is shown that the absolute constant in the Berry--Esseen inequality for i.i.d. Bernoulli random variables is strictly less than the Esseen constant, if $1\\le n\\le 500000$, where $n$ is a number of summands. This result is got both with the help of a supercomputer and an interpolation theorem, which is proved in the paper as well. In addition, applying the method developed by S. Nagaev and V. Chebotarev in 2009--2011, an upper bound is obtained for the absolute constant in the Berry--Esseen inequality in the case under consideration, which differs from the Esseen constant by no more than 0.06%. As an auxiliary result, we prove a bound in the local Moivre--Laplace theorem which has a simple and explicit form. Despite the best possible result, obtained by J. Schulz in 2016, we propose our approach to the problem of finding the absolute constant in the Berry--Esseen inequality for two-point distributions since this approach, combining analytical methods and the use of computers, could be useful in solving other mathematical problems.", "revisions": [ { "version": "v1", "updated": "2018-10-23T06:44:29.000Z" } ], "analyses": { "keywords": [ "bernoulli random variables", "berry-esseen inequality", "absolute constant", "esseen constant", "local moivre-laplace theorem" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }