On a bound of the absolute constant in the Berry--Esseen inequality for i.i.d. Bernoulli random variables

It is shown that the absolute constant in the Berry--Esseen inequality for i.i.d. Bernoulli random variables is strictly less than the Esseen constant, if \(1\le n\le 500000\), where \(n\) is a number of summands. This result is got both with the help of a supercomputer and an interpolation theorem,...

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Veröffentlicht in:arXiv.org 2018-10
Hauptverfasser: Zolotukhin, Anatolii, Nagaev, Sergei, Chebotarev, Vladimir
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Sprache:eng
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Zusammenfassung:It is shown that the absolute constant in the Berry--Esseen inequality for i.i.d. Bernoulli random variables is strictly less than the Esseen constant, if \(1\le n\le 500000\), where \(n\) is a number of summands. This result is got both with the help of a supercomputer and an interpolation theorem, which is proved in the paper as well. In addition, applying the method developed by S. Nagaev and V. Chebotarev in 2009--2011, an upper bound is obtained for the absolute constant in the Berry--Esseen inequality in the case under consideration, which differs from the Esseen constant by no more than 0.06%. As an auxiliary result, we prove a bound in the local Moivre--Laplace theorem which has a simple and explicit form. Despite the best possible result, obtained by J. Schulz in 2016, we propose our approach to the problem of finding the absolute constant in the Berry--Esseen inequality for two-point distributions since this approach, combining analytical methods and the use of computers, could be useful in solving other mathematical problems.
ISSN:2331-8422
DOI:10.48550/arxiv.1810.09681