This article is cited in 6 papers

Short Communications

An estimate of the Levy–Prohorov metric

V. V. Senatov

Moscow

Abstract: An estimate of the Levy–Prohorov metric with respect to the class of convex sets in terms of ideal metrics is obtained. This estimate is applied to prove estimates of the rate of convergence in the multidimensional central limit theorem similar to those contained in [1], [5], [6].

Received: 13.02.1982

 English version: Theory of Probability and its Applications, 1985, 29:1, 109–114

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