On a bound of the absolute constant in the Berry–Esseen inequality for i.i.d. Bernoulli random variables

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≤n≤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 prove...

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Bibliographic Details
Main Authors: Anatolii Zolotukhin, Sergei Nagaev, Vladimir Chebotarev
Format: Article
Language:English
Published: VTeX 2018-09-01
Series:Modern Stochastics: Theory and Applications
Subjects:
Online Access:https://www.vmsta.org/journal/VMSTA/article/129/info