Bounds on Normal Approximation on a Half Plane in Multidimension
- D. Thongtha
- K. Neammanee
Abstract
We give bounds on multidimensional Berry-Esseen theorem on a set $A_{k}(x)=\{ (w_{1},w_{2}, \ldots, w_{k})\in \mathbb{R}^{k}\mid \displaystyle\sum^{k}_{i=1}w_{i}\leq x \}$ for $x \in \mathbb{R}$ by using the Berry-Esseen theorem in $\mathbb{R}$. The rates of convergence are $O(n^{-\frac{1}{2}})$. In addition, we give known constants in the bounds of the approximation.
- Full Text: PDF
- DOI:10.5539/jmr.v4n1p9
This work is licensed under a Creative Commons Attribution 4.0 License.
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