An $L_p$ Bound for the Remainder in a Combinatorial Central Limit Theorem
Ho, Soo-Thong ; Chen, Louis H. Y.
Ann. Probab., Tome 6 (1978) no. 6, p. 231-249 / Harvested from Project Euclid
For $n \geqq 2$ let $X_{nij}, i, j = 1, \cdots, n$, be a square array of independent random variables with finite variances and let $\pi_n = (\pi_n(1), \cdots, \pi_n(n))$ be a random permutation of $(1, \cdots, n)$ independent of the $X_{nij}$'s. By using Stein's method, a bound is obtained for the $L_p$ norm $(1 \leqq p \leqq \infty)$ with respect to the Lebesgue measure of the difference between the distribution function of $(W_n - EW_n)/(\operatorname{Var} W_n)^{\frac{1}{2}}$ and the standard normal distribution function where $W_n = \sum^n_{i=1} X_{ni\pi_n(i)}$. This result generalizes and improves a number of known results. In particular, it provides bounds for Motoo's combinatorial central limit theorem as well as the central limit theorem.
Publié le : 1978-04-14
Classification:  Normal approximation,  Stein's method,  combinatorial central limit theorem,  $L_p$ bound,  Berry-Esseen bound,  permutation tests,  60F05,  62E20,  62G99
@article{1176995570,
     author = {Ho, Soo-Thong and Chen, Louis H. Y.},
     title = {An $L\_p$ Bound for the Remainder in a Combinatorial Central Limit Theorem},
     journal = {Ann. Probab.},
     volume = {6},
     number = {6},
     year = {1978},
     pages = { 231-249},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995570}
}
Ho, Soo-Thong; Chen, Louis H. Y. An $L_p$ Bound for the Remainder in a Combinatorial Central Limit Theorem. Ann. Probab., Tome 6 (1978) no. 6, pp.  231-249. http://gdmltest.u-ga.fr/item/1176995570/