On the absolute constants in the Berry-Esseen type inequalities for identically distributed summands

preprint2011arXivOpen access

Abstract

By a modification of the method that was applied in (Korolev and Shevtsova, 2010), here the inequalities Δn≤0.3328(β3+0.429)/nΔ_n\leq0.3328(β_3+0.429)/\sqrt{n} and Δn≤0.33554(β3+0.415)/nΔ_n\leq0.33554(β_3+0.415)/\sqrt{n} are proved for the uniform distance ΔnΔ_n between the standard normal distribution function and the distribution function of the normalized sum of an arbitrary number n≥1n\geq1 of independent identically distributed random variables with zero mean, unit variance and finite third absolute moment β3β_3. The first of these two inequalities improves one that was proved in (Korolev and Shevtsova, 2010), and as well sharpens the best known upper estimate for the absolute constant C0C_0 in the classical Berry--Esseen inequality to be C0<0.4756C_0<0.4756, since 0.3328(β3+0.429)≤0.3328⋅1.429β3<0.4756β30.3328(β_3+0.429)\leq0.3328\cdot1.429β_3<0.4756β_3 by virtue of the condition β3≥1β_3\geq1. The second of these inequalities is also a structural improvement of the classical Berry--Esseen inequality, and as well sharpens the upper estimate for C0C_0 still more to be C0<0.4748C_0<0.4748.

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