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- W4249801025 abstract "We study the properties of the multivariate skew normal distribution as an approximation to the distribution of the sum of n independent, identically distributed random vectors. More precisely, we establish conditions ensuring that the uniform distance between the two distribution functions converges to 0 at a rate of n -2/3 . The advantage over the corresponding normal approximation is particularly relevant when the summands are skewed and n is small, as illustrated for the special case of exponentially distributed random variables. Applications to some well-known multivariate distributions are also discussed." @default.
- W4249801025 created "2022-05-12" @default.
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- W4249801025 date "2014-06-01" @default.
- W4249801025 modified "2023-10-16" @default.
- W4249801025 title "Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution" @default.
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- W4249801025 doi "https://doi.org/10.1017/s0021900200011360" @default.
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