Construct · 1 fields · 1 citations

Berry-Esseen theorem: a standalone construct

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Probability theory

a bound on how fast the distribution of a standardized sum converges to the normal, scaled by the third absolute moment over the square root of n.

In probability theory, Berry-Esseen theorem refers to a bound on how fast the distribution of a standardized sum converges to the normal, scaled by the third absolute moment over the square root of n. This meaning comes from Berry (1941) in Transactions of the American Mathematical Society.[1]

Unit
Recovery means
Measured by

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Nearby constructs

absolute2 fields · 2 citationsjingle · one word, two constructs distribution2 fields · 2 citationsjingle · one word, two constructs moment4 fields · 4 citationsjingle · one word, four constructs

References

Berry, A. C. (1941). The accuracy of the Gaussian approximation to the sum of independent variates. Transactions of the American Mathematical Society, 49(1), 122-136. https://doi.org/10.1090/s0002-9947-1941-0003498-3

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