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On the Berry--Esseen bound for the Student statistic

17 January 2011
I. Pinelis
ArXiv (abs)PDFHTML
Abstract

New Berry--Esseen-type bounds, with explicit constant factors, for the distribution of the Student statistic and, equivalently, for that of the self-normalized sum of independent zero-mean random variables are obtained. These bounds are compared with the corresponding existing results.

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