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On the central limit theorem in the space Rk,k> 1.
Authors:Harald Bergström
Abstract:Abstract

Introduction. In an earlier paper 1 BergströM (1) I proved the inequality  id= for the difference between the normal d. f. 2 Distribution function Φ (χ) and the d. f.  /></span> of the sum <span class= /></span> of <i>n</i> equally distributed random variables with the mean value O. Here σ denotes the dispersion, β<sub>3</sub> the absolute third moment of the variable <i>X<sub>i</sub> </i> and <i>C</i> is an absolute constant. To establish the inequality I gave an identical expansion of the convolution <span class= /></span> <span class= /></span>, when the dispersion for <i>F</i>(χ) was 1, and a lemma for <span class=Weierstrass' singular integral. I also remarked that this method could be used for d. f.'s in the space Rk , k> 1. In fact there is very little to be changed when I now give the generalization for the space Rk .
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