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 $\{X_1,\cdots ,X_N\}$ 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 $\{X_1, \cdots , X_N\}$ 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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Pages: 1402-1417

Publication Date: November 4, 2007

DOI: 10.1214/EJP.v12-447

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