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A Berry-Esseen inequality for student's statistic

Wednesday 25th June 2008 - 15:40 to 16:20
Center for Mathematical Sciences

We present a Berry-Esseen inequality with explicit constants for the distribution of Student's statistic, and give a solution to the Lyapunov problem. We show also that no non-uniform Berry--Esseen inequality may hold for Student's statistic.

University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons