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OP-12022OpenProbability

Berry–Esseen constant (C19C_{19})

Berry–Esseen constant: determine C19C_{19} or improve its bounds; the repository records 0.4097321837 (lower) and 0.4690 (0.423*) (upper).

Editorial MSC2020 classification. Original article codes and source evidence are recorded in the literature directory.

Licensed source statementAs of Repository table at commit 2c1968c (2026-09-26); open while the recorded lower and upper bounds differSource & evidence ↓

Problem statement

Let X1,X2,…X_{1},X_{2},\dots be i.i.d. real random variables with EX1=0\mathbb E X_{1} = 0, Var(X1)=1\mathrm{Var}(X_{1})=1, and finite third absolute moment

β3:=E∣X1∣3<∞.\beta_{3} := \mathbb E|X_{1}|^3 < \infty.

Let

Sn:=X1+⋯+Xnn,Fn(x):=P(Sn≤x),S_n := \frac{X_{1}+\cdots+X_{n}}{\sqrt n},\qquad F_n(x):=\mathbb P(S_n\le x),

and let Φ\Phi denote the standard normal distribution function.

We define C19C_{19} to be the smallest constant such that the classical Berry–Esseen inequality

Δn:=sup⁡x∈R∣Fn(x)−Φ(x)∣ ≤ C19 β3nfor all n≥1\Delta_n := \sup_{x\in\mathbb R}\bigl|F_n(x)-\Phi(x)\bigr| \ \le\ C_{19}\,\frac{\beta_{3}}{\sqrt n} \qquad\text{for all } n\ge 1

holds for all such distributions of X1X_{1}.

This constant is also called the absolute constant C0C_{0} in the Berry–Esseen inequality (for i.i.d. summands).

Lean 4

Not yet attached

No Lean statement or proof is attached yet. Have a formalization? Share its source to add it to this problem.

Background

  • Zolotarev’s conjecture: It is conjectured that C19=cEC_{19}=c_{E}, i.e. the Esseen lower bound is sharp. This is sometimes attributed to Zolotarev (1967). See e.g. [vB1972], [KS2009], [Tyu2009] for discussion.
  • How the bound 0.46900.4690 is obtained: Shevtsova [She2013] proves the structural estimate
Δn≤1nmin⁡{0.4690,β3, 0.3322(β3+0.429), 0.3031(β3+0.646)},\Delta_n \le \frac{1}{\sqrt n}\min\bigl\{0.4690,\beta_{3},\ 0.3322(\beta_{3}+0.429),\ 0.3031(\beta_{3}+0.646)\bigr\},

which in particular implies C19≤0.4690C_{19}\le 0.4690.

  • Verification status of the recent bounds: The bounds 0.43950.4395 and 0.4230.423 are established in GitHub repositories with Lean 4 formalizations. In both, the finite numerical certificates are checked with native_decide, so the proofs additionally trust Lean's compiler; neither has been run through leanprover/comparator, and as of this writing neither appears in a peer-reviewed publication.
  • Binomial/Bernoulli case: In the special case of i.i.d. Bernoulli summands (equivalently, binomial distributions after normalization), the optimal constant is known to equal cEc_{E}; see [Sch2016] and references therein.

References (from the repository page)

  • [E1956] Esseen, Carl-Gustav. A moment inequality with an application to the central limit theorem. Skand. Aktuarietidskr. 39 (1956), 160–170.
  • [Lin2026] Lin, Yongxi. Berry–Esseen bounds in Lean. GitHub repository CoolRmal/BerryEsseen (2026); proof document paper/upper-0423.pdf. Developed with AI assistance.
  • [KS2009] Korolev, V. Yu.; Shevtsova, I. G. On the upper bound for the absolute constant in the Berry–Esseen inequality. Teor. Veroyatn. Primen. 54 (2009), no. 4, 671–695 (English transl.: Theory Probab. Appl. 54 (2010), no. 4, 638–658).
  • [Sch2016] Schulz, Jona. The optimal Berry–Esseen constant in the binomial case. PhD thesis, Universität Trier (2016).
  • [She2006] Shevtsova, I. G. A refinement of the upper estimate of the absolute constant in the Berry–Esseen inequality. Teor. Veroyatn. Primen. 51 (2006), no. 3, 622–626 (English transl.: Theory Probab. Appl. 51 (2007), 549–553).
  • [She2011] Shevtsova, Irina. On the absolute constants in the Berry–Esseen type inequalities for identically distributed summands. arXiv:1111.6554 (2011).
  • [She2013] Shevtsova, I. G. On the absolute constants in the Berry–Esseen inequality and its structural and nonuniform improvements. Inform. Primen. 7 (2013), no. 1, 124–125.
  • [Shi1986] Shiganov, I. S. Refinement of the upper bound of the constant in the central limit theorem. J. Soviet Math. 35 (1986), 2545–2550.
  • [Tyu2009] Tyurin, I. S. New estimates of the convergence rate in the Lyapunov theorem. arXiv:0912.0726 (2009).
  • [vB1972] van Beek, Paul. An application of Fourier methods to the problem of sharpening the Berry–Esseen inequality. Z. Wahrscheinlichkeitstheorie verw. Geb. 23 (1972), 187–196.
  • [XL2026] Xiao, Haonan; Li, Chunlin. A 0.4395 upper bound for the i.i.d. Berry–Esseen constant. GitHub repository haonan-xiao/iid-berry-esseen (2026).
  • [Z1967] Zolotarev, V. M. A sharpening of the inequality of Berry–Esseen. Z. Wahrscheinlichkeitstheorie verw. Geb. 8 (1967), 332–342.

Acknowledgements

Prepared with ChatGPT 5.2 Pro.

Progress & source assessment

Repository table (commit 2c1968c, 26 September 2026): best known lower bound 0.4097321837; best known upper bound 0.4690 (0.423*). Values marked with an asterisk have minimal verification.

Known upper bounds

Bound Reference Comments
0.820.82 [Z1967] Zolotarev-type smoothing inequalities; [Z1967] also gives 0.90510.9051 for the general (non-i.i.d.) case.
0.79750.7975 [vB1972] Fourier-analytic refinement.
0.76550.7655 [Shi1986]
0.70560.7056 [She2006]
0.51290.5129 [KS2009] From the structural bound Δn≤0.34445(β3+0.489)/n\Delta_{n} \le 0.34445(\beta_{3}+0.489)/\sqrt n.
0.47850.4785 [Tyu2009]
0.47480.4748 [She2011]
0.46900.4690 [She2013]
0.4395∗0.4395^* [XL2026] Unverified. GitHub repository with a Lean 4 formalization; its finite certificates are checked with native_decide. Uses the shared moment ratio E∣X−X′∣3/(2E∣X∣3)\mathbb E\lvert X-X'\rvert^3/(2\mathbb E\lvert X\rvert^3) and E∣X∣\mathbb E\lvert X\rvert to sharpen the characteristic-function bounds in Prawitz smoothing.
0.423∗0.423^* [Lin2026] Unverified. GitHub repository with a Lean 4 formalization (berryEsseenConstant ≤ 0.423); its finite certificates are checked with native_decide. Builds on the analytic framework of [XL2026]; does not use [She2013].

Known lower bounds

Bound Reference Comments
cE:=10+362π≈0.4097321837c_{E} := \dfrac{\sqrt{10}+3}{6\sqrt{2\pi}} \approx 0.4097321837 [E1956] Esseen’s lower bound; achieved asymptotically by (centered/normalized) Bernoulli sums.
References
  1. [1]Davis, Damek; Ivanisvili, Paata; Tao, Terence (maintainers). Optimization Constants in Mathematics, github.com/teorth/optimizationproblems (commit 2c1968c, 26 September 2026). — Berry–Esseen constant ($C_{19}$) linkApache-2.0 (repository license); constant pages reproduced with attribution; repository references retained.

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