Year: 2015
Type: article
Abstract: 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.
Source: Bernoulli
DOI: 10.3150/13-bej569
Authors: Louis H.Y. Chen, Xiao Fang
Institution: National University of Singapore
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze
Funder: National University of Singapore
OpenAlex ID: W2019394512