This article is cited in 5 papers

Short Communications

Estimates for the Lévy–Prohorov distance

V. A. Abramov

Moscow

Abstract: Estimates, analogous to the Esseen inequality, are given for the Lévy–Prohorov distance between distributions in arbitrary finite-dimensional normed spaces. These results are obtained under the assumption that the distributions in question have sufficiently smooth characteristic functions.

Received: 13.05.1975

 English version: Theory of Probability and its Applications, 1976, 21:2, 396–400

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