• Bernoulli
  • Volume 21, Number 1 (2015), 335-359.

On the error bound in a combinatorial central limit theorem

Louis H.Y. Chen and Xiao Fang

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Let $\mathbb{X}=\{X_{ij}\colon\ 1\le i,j\le n\}$ be an $n\times n$ array of independent random variables where $n\ge2$. Let $\pi$ be a uniform random permutation of $\{1,2,\dots,n\}$, independent of $\mathbb{X}$, and let $W=\sum_{i=1}^{n}X_{i\pi(i)}$. Suppose $\mathbb{X}$ is standardized so that $\mathbb{E}W=0$, $\operatorname{Var}(W)=1$. We prove that the Kolmogorov distance between the distribution of $W$ and the standard normal distribution is bounded by $451\sum_{i,j=1}^{n}\mathbb{E}|X_{ij}|^{3}/n$. Our approach is by Stein’s method of exchangeable pairs and the use of a concentration inequality.

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Bernoulli, Volume 21, Number 1 (2015), 335-359.

First available in Project Euclid: 17 March 2015

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combinatorial central limit theorem concentration inequality exchangeable pairs Stein’s method


Chen, Louis H.Y.; Fang, Xiao. On the error bound in a combinatorial central limit theorem. Bernoulli 21 (2015), no. 1, 335--359. doi:10.3150/13-BEJ569.

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