Zero bias transformation and asymptotic expansions

Ying Jiao (1)

1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires

We apply the zero bias transformation to deduce a recursive asymptotic expansion formula for expectation of functions of sum of independent random variables in terms of normal expectations and we discuss the remainder term estimations.

Mots clés: normal approximation; zero bias transformation; Stein's method; asymptotic expansions; concentration inequality

Domaines: Probabilités [math.PR]

Ying Jiao. Zero bias transformation and asymptotic expansions. 2009. ⟨hal-00365505⟩