Berry–Esseen theorem
In probability theory, the central limit theorem states that, under certain circumstances, the probability distribution of the scaled mean of a random sample converges to a normal distribution as the sample size increases to infinity. Under stronger assumptions, the Berry–Esseen theorem, or Berry–Esseen inequality, gives a more quantitative result, because it also specifies the rate at which this convergence takes place by giving a bound on the maximal error of approximation between the normal distribution and the true distribution of the scaled sample mean. The approximation is measured by the Kolmogorov–Smirnov distance. In the case of independent samples, the convergence rate is n−1/2, where n is the sample size, and the constant is estimated in terms of the third absolute normalized mo
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Berry–Esseen theorem
In probability theory, the central limit theorem states that, under certain circumstances, the probability distribution of the scaled mean of a random sample converges to a normal distribution as the sample size increases to infinity. Under stronger assumptions, the Berry–Esseen theorem, or Berry–Esseen inequality, gives a more quantitative result, because it also specifies the rate at which this convergence takes place by giving a bound on the maximal error of approximation between the normal distribution and the true distribution of the scaled sample mean. The approximation is measured by the Kolmogorov–Smirnov distance. In the case of independent samples, the convergence rate is n−1/2, where n is the sample size, and the constant is estimated in terms of the third absolute normalized mo
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Der Satz von Berry-Esseen ist ...... veröffentlicht 1944) bewiesen.
@de
In probability theory, the cen ...... d absolute normalized moments.
@en
Le théorème central limite en ...... nvergence vers la loi normale.
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Twierdzenie Berry-Essena pozwa ...... ralnym twierdzeniu granicznym.
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Неравенство Берри — Эссеена — ...... уставом Эссееном в 1942 годах.
@ru
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title
Berry–Esseen inequality
comment
Der Satz von Berry-Esseen ist ...... veröffentlicht 1944) bewiesen.
@de
In probability theory, the cen ...... e third absolute normalized mo
@en
Le théorème central limite en ...... nvergence vers la loi normale.
@fr
Twierdzenie Berry-Essena pozwa ...... ralnym twierdzeniu granicznym.
@pl
Неравенство Берри — Эссеена — ...... уставом Эссееном в 1942 годах.
@ru
label
Berry–Esseen theorem
@en
Inégalité de Berry-Esseen
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Satz von Berry-Esseen
@de
Twierdzenie Berry-Essena
@pl
Неравенство Берри — Эссеена
@ru