Edgeworth expansions for a sample sum from a finite set of independent random variables ∗
نویسندگان
چکیده
Let {X 1 , · · · , X N } be a set of N independent random variables, and let S n be a sum of n random variables chosen without replacement from the set {X 1 , · · · , X N } with equal probabilities. In this paper we give a one-term Edgeworth expansion of the remainder term for the normal approximation of S n under mild conditions.
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Edgeworth Expansions: a Brief Review of Zhidong Bai’s Contributions
Professor Bai's contributions to Edgeworth Expansions are reviewed. Author's collaborations with Professor Bai on the topic are also discussed. I have the pleasure of collaborating with Professor Bai Zhidong on many papers including three [2–4] on Edgeworth expansions. The earliest work of Bai on Edgeworth expansions that I came across is the English translation [10] of his joint work with Lin ...
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