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General Bahr-Esseen inequalities and their applications
István Fazekas1, Sándor Pecsora1
1Faculty of Informatics, University of Debrecen, P.O. Box 400, Debrecen, 4002 Hungary.
Abstract:
We study the Bahr-Esseen inequality. We show that the Bahr-Esseen inequality holds with exponent p if it holds with exponent [Formula: see text] for the truncated and centered random variables. The Bahr-Esseen inequality is also true if the truncated random variables are acceptable. We then apply the results to obtain weak and strong laws of large numbers and complete convergence.
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