Edgeworth expansions for a sample sum from a finite set of independent random variables
Zhishui Hu, University of Science and Technology of China
John Robinson, The University of Sydney
Qiying Wang, The University of Sydney
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 a one-term
Edgeworth expansion of the remainder term for the normal
approximation of Sn under
mild conditions.
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