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Research Report SRR02-009
Berry-Esseen Bound for a sample sum from a finite set of independent random variables
L. C. Zhao, C. Q. Wu, Qiying Wang
Abstract:
Let {X1,...,XN} be a set of
N independent random variables,
and let
Sn be a sum of n random variables chosen
without replacement from
the
set {X1,...,XN} with equal
probabilities. In
this paper we
give an
estimate of the remainder term for the normal approximation of
Sn
under mild conditions.
Primary AMS Classification: 60F15
Date: 6 November 2002
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