🤖 AI Summary
本文通过一种新的近似零偏移变换方法,为随机和与标准正态变量之间的差异提供了L^1界,并应用于采样异常值、汽车保险及生成式AI领域。
📝 Abstract
We develop $L^1$ bounds for the difference between a test function of a random sum and a standard normal random variable, where the summands are assumed to be independent but not necessarily identically distributed. The bounds are obtained through a new version of the approximate zero bias transformation specifically developed for random sums. Although the identical distribution assumption is relaxed, the bounds are of order $1/\sqrt{n}$, matching the order of existing bounds in the literature under the same distributional assumption on the number of summands. The main results are then applied to three real-world settings: random sums obtained from simple random sampling with outliers, total insurance claims, and generative AI response times.