$L_1$ Bounds for Asymptotic Normality of $m$-Dependent Sums Using Stein's Technique
Author:
- R. V. EricksonRER. V. Erickson
Open Access
- 1 June 1974
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 2 (3) , 522-529
Abstract
In a recent paper, C. Stein has given a new, direct technique for bounding the error of the normal approximation to the distribution of a sum of dependent random variables, assuming the variables form a stationary sequence with eighth moments. In the present paper we give two $L_1$ bounds on this error for an arbitrary $m$-dependent sequence with second moments.