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      On the Berry-Esseen bound for the Student statistic

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          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.

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          Author and article information

          Journal
          2011-01-17
          2012-05-23
          Article
          1101.3286
          85b02b18-051d-4aea-b840-08c7658cd313

          http://arxiv.org/licenses/nonexclusive-distrib/1.0/

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          Custom metadata
          Primary: 62E17, 60E15, secondary: 62G10, 62F03
          A few minor changes made
          math.ST math.PR stat.TH

          Probability,Statistics theory
          Probability, Statistics theory

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