A Sub-Gaussian Berry-Esseen Theorem for the Hypergeometric Distribution

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In this paper, we derive a necessary and sufficient condition on the parameters of the Hypergeometric distribution for weak convergence to a Normal limit. We establish a Berry-Esseen theorem for the Hypergeometric distribution solely under this necessary and sufficient condition. We further derive a nonuniform Berry-Esseen bound where the tails of the difference between the Hypergeometric and the Normal distribution functions are shown to decay at a sub-Gaussian rate.

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Probability, Statistics Theory, Primary 60F05; Secondary 62E20

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http://salesiana.dossiersoluciones.com/handle/123456789/130968

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0602276
 http://arxiv.org/abs/math/0602276

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arXiv