A dichotomy for CLT in total variation

Aihua Xia

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arXiv · 1606.05700

A dichotomy for CLT in total variation

Aihua Xia

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Abstract

Let $\eta_i$, $i\ge 1$, be a sequence of independent and identically distributed random variables with finite third moment, and let $\Delta_n$ be the total variation distance between the distribution of $S_n:=\sum_{i=1}^n\eta_i$ and the normal distribution with the same mean and variance. In this note, we show the dichotomy that either $\Delta_n=1$ for all $n$ or $\Delta_n=O\left(n^{-1/2}\right)$.

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Aihua Xia. 2016-06-17. A dichotomy for CLT in total variation. https://arxiv.org/abs/1606.05700

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