An Error Term in the Central Limit Theorem for Sums of Discrete Random Variables
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DOI: 10.1093/imrn/rnad088
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… read more here.
Keywords: error term; central limit; term central; random variables ... See more keywords