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 Electronic Journal of Probability > Vol. 12 (2007) > Paper 52 open journal systems 


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.


Full text: PDF

Pages: 1402-1417

Published on: November 4, 2007


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Electronic Journal of Probability. ISSN: 1083-6489