Test Martingales, Bayes Factors and p-Values

G Shafer, A Shen, N Vereshchagin, V Vovk - 2011 - projecteuclid.org
A nonnegative martingale with initial value equal to one measures evidence against a
probabilistic hypothesis. The inverse of its value at some stop** time can be interpreted as …

[HTML][HTML] On a bound of the absolute constant in the Berry–Esseen inequality for iid Bernoulli random variables

A Zolotukhin, S Nagaev, V Chebotarev - Modern Stochastics: Theory and …, 2018 - vmsta.org
It is shown that the absolute constant in the Berry–Esseen inequality for iid Bernoulli random
variables is strictly less than the Esseen constant, if $1\le n\le 500000$, where n is a number …

Rates of convergence in normal approximation under moment conditions via new bounds on solutions of the Stein equation

RE Gaunt - Journal of Theoretical Probability, 2016 - Springer
New bounds for the kk th-order derivatives of the solutions of the normal and multivariate
normal Stein equations are obtained. Our general order bounds involve fewer derivatives of …

A multivariate normal approximation for the Dirichlet density and some applications

F Ouimet - Stat, 2022 - Wiley Online Library
In this short note, we prove an asymptotic expansion for the ratio of the Dirichlet density to
the multivariate normal density with the same mean and covariance matrix. The expansion is …

[PDF][PDF] The optimal Berry-Esseen constant in the binomial case

J Schulz - 2016 - ubt.opus.hbz-nrw.de
Abstract The Berry-Esseen theorem belongs to the classical theorems of probability theory.
The present work considers the case of X, X1,..., Xn independent and identically distributed …

On normal approximations to symmetric hypergeometric laws

L Mattner, J Schulz - Transactions of the American Mathematical Society, 2018 - ams.org
The Kolmogorov distances between a symmetric hypergeometric law with standard
deviation $\sigma $ and its usual normal approximations are computed and shown to be …

On the bound of proximity of the binomial distribution to the normal one

SV Nagaev, VI Chebotarev - Doklady Mathematics, 2011 - Springer
Bounds for the error of the Gaussian approximation for the binomial distribution are stated,
depending from the probability of success and the number of observations. As a …

An optimal Berry-Esseen type theorem for integrals of smooth functions

L Mattner, I Shevtsova - arxiv preprint arxiv:1710.08503, 2017 - arxiv.org
We prove a Berry-Esseen type inequality for approximating expectations of sufficiently
smooth functions $ f $, like $ f=|\cdot|^ 3$, with respect to standardized convolutions of laws …

О верхней оценке абсолютной постоянной в неравенстве Берри–Эссеена

ВЮ Королев, ИГ Шевцова - Теория вероятностей и ее применения, 2009 - mathnet.ru
В статье изложена история поиска безусловных и условных верхних оценок
абсолютной постоянной в неравенстве Берри–Эссеена для сумм независимых …

[PDF][PDF] Optimal Error Bounds in Normal and Edgeworth Approximation of Symmetric Binomial and Related Laws

P van Nerven - 2024 - ubt.opus.hbz-nrw.de
This thesis explores local and global normal and Edgeworth approximations for symmetric
binomial distributions. Further, it examines the normal approximation of convolution powers …