We explore properties of the χ 2 and Rényi distances to the normal law and in particular propose necessary and sufficient conditions under which these distances tend to zero in the central limit theorem (with exact rates with respect to the increasing number of summands).
Bibliographical notePublisher Copyright:
© Institute of Mathematical Statistics, 2019.
- Central limit theorem
- Rényi and Tsallis entropies
- χ -divergence