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We consider sums of independent identically distributed random variables whose distributions have $d+1$ atoms. Such distributions never admit an Edgeworth expansion of order $d$, but we show that for almost… Click to show full abstract
We consider sums of independent identically distributed random variables whose distributions have $d+1$ atoms. Such distributions never admit an Edgeworth expansion of order $d$, but we show that for almost all parameters the Edgeworth expansion of order $d-1$ is valid and the error of the order $d-1$ Edgeworth expansion is typically of order $n^{-d/2}.$
Keywords:
error term;
central limit;
term central;
random variables;
order;
edgeworth expansion
Journal Title: International Mathematics Research Notices
Year Published: 2023
Link to full text (if available)
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Journal Title: International Mathematics Research Notices
Year Published: 2023
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!