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Main Author: Zacharovas, Vytas
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2503.21320
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author Zacharovas, Vytas
author_facet Zacharovas, Vytas
contents Suppose $n$ independent random variables $X_1, X_2, \dots, X_n$ have zero mean and equal variance. We prove that if the average of $χ^2$ distances between these variables and the normal distribution is bounded by a sufficiently small constant, then the $χ^2$ distance between their normalized sum and the normal distribution is $O(1/n)$.
format Preprint
id arxiv_https___arxiv_org_abs_2503_21320
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Convergence in $χ^2$ Distance to the Normal Distribution for Sums of Independent Random Variables
Zacharovas, Vytas
Probability
Suppose $n$ independent random variables $X_1, X_2, \dots, X_n$ have zero mean and equal variance. We prove that if the average of $χ^2$ distances between these variables and the normal distribution is bounded by a sufficiently small constant, then the $χ^2$ distance between their normalized sum and the normal distribution is $O(1/n)$.
title Convergence in $χ^2$ Distance to the Normal Distribution for Sums of Independent Random Variables
topic Probability
url https://arxiv.org/abs/2503.21320