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On Estimation of the Remainder Term in New Asymptotic Expansions in the Central Limit Theorem
Published:
28 April 2023
by MDPI
in The 1st International Online Conference on Mathematics and Applications
session Probability and Statistics
Abstract:
We offer a new asymptotic expansion with explicit remainder estimate in the central limit theorem. The results obtained are essentially based on the ideas of the paper. We also present a more accurate estimation of the CLT-expansions remainder which is rigorously proved and backed up numerically. It is shown that our approach can be used for further refinement of allied asymptotic expansions
Keywords: central limit theorem; asymptotic expansion; random variables; characteristic function; accuracy of approximation; approximation exactness; estimates for the exactness of approximation; distribution of probabilities
