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arxiv: 1112.5719 · v1 · pith:AQXRGYSZnew · submitted 2011-12-24 · 🧮 math.PR

An isometric study of the Lindeberg-Feller CLT via Stein's method

classification 🧮 math.PR
keywords boundlindeberg-fellerlowermethodrandomrowwisesteinupper
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We use Stein's method to prove a generalization of the Lindeberg-Feller CLT providing an upper and a lower bound for the superior limit of the Kolmogorov distance between a normally distributed random variable and the rowwise sums of a rowwise independent triangular array of random variables which is asymptotically negligible in the sense of Feller. A natural example shows that the upper bound is of optimal order. The lower bound improves a result by Andrew Barbour and Peter Hall.

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