Abstract
In the paper, we present upper bounds of L p norms \( \Delta _{\mathbb{D}X,p} \) of order (\( \mathbb{D}\) X)-1/2 for all 1 ≤ p ≤ ∞ in the central limit theorem for a standardized random variable (X−\( \mathbb{E}\) X)/ √\( \mathbb{D}\) X, where a random variable X is distributed by the Poisson distribution with parameter λ > 0 or by the standard gamma distribution Γ(α, 0, 1) with parameter α > 0.
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The research was partially supported by the Lithuanian State Science and Studies Foundation, grant No. T-70/09.
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Sunklodas, J. On the rate of convergence of L p norms in the CLT for poisson and gamma random variables. Lith Math J 49, 216–221 (2009). https://doi.org/10.1007/s10986-009-9039-7
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DOI: https://doi.org/10.1007/s10986-009-9039-7