Refining the central limit theorem approximation via extreme value theory

Keyphrases

• Central Limit Theorem 100%
• Pareto 100%
• Extreme Value Theory 100%
• Normal Approximation 100%
• Summand 100%
• Error Rate 50%
• New Approximation 50%
• Underlying Distribution 50%
• Infinite Variance 50%
• Identically Distributed Random Variables 50%
• Value Function Approximation 50%
• Approximation Accuracy 50%
• Finite Variance 50%
• Variance Distribution 50%

Mathematics

• Variance 100%
• Extreme Value Theory 100%
• Central Limit Theorem 100%
• Normal Approximation 100%
• Error Rate 50%
• Extreme Value 50%
• Underlying Distribution 50%
• Random Variable 50%