The Annals of Probability
- Ann. Probab.
- Volume 22, Number 3 (1994), 1607-1618.
Variational Inequalities with Examples and an Application to the Central Limit Theorem
Upper bounds for the distance in variation between an arbitrary probability measure and the standard normal one are established via some integrodifferential functionals including information. The results are illustrated by gamma- and $t$-distributions. Moreover, as a by-product, another proof of the central limit theorem is obtained.
Ann. Probab., Volume 22, Number 3 (1994), 1607-1618.
First available in Project Euclid: 19 April 2007
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Cacoullos, T.; Papathanasiou, V.; Utev, S. A. Variational Inequalities with Examples and an Application to the Central Limit Theorem. Ann. Probab. 22 (1994), no. 3, 1607--1618. doi:10.1214/aop/1176988616. https://projecteuclid.org/euclid.aop/1176988616