Talk:Berry–Esseen theorem

message: The formula Fn is INCORRECT.
Pls check against the German's page (http://de.wikipedia.org/wiki/Satz_von_Berry-Ess%C3%A9en) or the source already listed in "External links" (Chen, Po-Ning (2002). Asymptotic Refinement of the Berry-Esseen Constant)
The correct one is:
   Fn = Yn / (standard deviation/sqrt(n)) 
[Someone else]
You are wrong: Fn is cdf of (X1+...+Xn)/(stdev*sqrt(n)) = Yn*sqrt(n)/stdev
That's what on the German page you mention, but you read too quickly.  —Preceding unsigned comment added by 86.212.95.141 (talk) 09:22, 26 January 2008 (UTC)
replies: text: All three versions of the formula given above are equivalent. (The discussion above has been changed by several anon editors, which is why the "disagreement" no longer makes any sense.) I originally gave the formula in the first form above because that's closer to the way the standardized sample mean is written in introductory statistics textbooks currently used in the U.S. (where I'm from). Some books place the sqrt(n) in the numerator, as in the third form; the second form is talking about the sum, not the mean. - dcljr (talk) 07:52, 16 April 2009 (UTC)

message: Hi everybody,
Under "Identically distributed summands" it says E(X_1) = mu and E(|X_1|^3) = rho, should that in fact be X_j for j in {1, ..., n}? 
Right now it only defines moments for the _first_ variable being summed. Surely this should be for every variable?
Salutacions 88.128.80.6 (talk) 07:29, 17 May 2013 (UTC)
replies: text: If they are "identically distributed", then every Xj has the same distribution (as X1). - dcljr (talk) 08:54, 20 October 2015 (UTC)
thread_title:  X_1 =? X_j  

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replies: text: Seems fine. - dcljr (talk) 23:51, 1 November 2016 (UTC)
thread_title:  External links modified 

message: This article currently has several broken links to a missing cite of Korolev & Shevtsova (2009). I'm guessing that these should go to  Korolev & Shevtsova (2010), which is cited in the article. That paper seems to have been submitted in 2009 () and published in 2010 (). I am no topical expert, though. Will someone please fix this? Thanks. Wtmitchell  (talk) (earlier Boracay Bill) 20:49, 29 September 2018 (UTC)
replies: text: Fixed. Both cited articles for Korolev & Shevtsova were published online in 2010, so I used 2010a and 2010b. - dcljr (talk) 07:12, 16 September 2019 (UTC)
thread_title:  Korolev & Shevtsova (2009) 

message: In response to this righteous but unfortunately misguided change, the case where ρ = 0 is impossible given the other conditions on the distribution of X1 (and X2, …, Xn). If ρ = E(|X1|3) = 0, it would imply that X1 is a constant (no variation), but this is prevented by the condition E(X12) = σ2 > 0 (there is positive variation). Certainly E(X13) could be zero, but not E(|X1|3). - dcljr (talk) 06:42, 16 September 2019 (UTC)
thread_title:  What about when rho is zero