|
|||||
|
|
A moment inequality with an application to the central limit theorem |
|
| Authors: | C G Esseen |
| Institution: | Stockholm , Sweden |
| Abstract: | Abstract Consider a sequence of independent random variables (r.v.) X 1 X 2, …, Xn , … , with the same distribution function (d.f.) F(x). Let E (Xn ) = 0, E  where ![/></span> have the d.f. <i>F</i> <sub> <i>n</i> </sub> (<i>x</i>). It was proved by Berry 1] and the present author (Esseen 2], 4]) that <img src=](/na101/home/literatum/publisher/tandf/journals/content/sact20/1956/sact20.v1956.i02/03461238.1956.10414946/production/images/medium/sact_a_10414946_o_ilf0002.gif) Φ(x) being the normal d.f.  |
| Keywords: | Credibility estimation Bayesian estimation decision theory spline theory |