Abstract
We study how well moments of sums of independent symmetric random variables with logarithmically concave tails may be approximated by moments of Gaussian random variables.
Information
Published: 1 January 2009
First available in Project Euclid: 2 February 2010
zbMATH: 1243.60016
MathSciNet: MR2797938
Digital Object Identifier: 10.1214/09-IMSCOLL503
Subjects:
Primary:
60E15
Secondary:
60F05
Keywords:
Gaussian approximation
,
logarithmically concave tails
,
moments
,
Sums of independent random variables
Rights: Copyright © 2009, Institute of Mathematical Statistics
