The Chebyshev--Edgeworth correction in the central limit theorem for integer-valued independent summands
Teoriâ veroâtnostej i ee primeneniâ, Tome 66 (2021) no. 4, pp. 676-692
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We give a short overview of the results related to the refined forms of the central limit
theorem, with a focus on independent integer-valued
random variables (r.v.'s). In the independent and non-identically distributed (non-i.i.d.)
case, an approximation is then developed for the distribution of the sum by means of the
Chebyshev–Edgeworth correction containing the moments of the third order.
Keywords:
central limit theorem, the Chebyshev–Edgeworth correction, integer-valued random variables.
@article{TVP_2021_66_4_a3,
author = {S. G. Bobkov and V. V. Ulyanov},
title = {The {Chebyshev--Edgeworth} correction in the central limit theorem for integer-valued independent summands},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {676--692},
publisher = {mathdoc},
volume = {66},
number = {4},
year = {2021},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2021_66_4_a3/}
}
TY - JOUR AU - S. G. Bobkov AU - V. V. Ulyanov TI - The Chebyshev--Edgeworth correction in the central limit theorem for integer-valued independent summands JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2021 SP - 676 EP - 692 VL - 66 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2021_66_4_a3/ LA - ru ID - TVP_2021_66_4_a3 ER -
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S. G. Bobkov; V. V. Ulyanov. The Chebyshev--Edgeworth correction in the central limit theorem for integer-valued independent summands. Teoriâ veroâtnostej i ee primeneniâ, Tome 66 (2021) no. 4, pp. 676-692. http://geodesic.mathdoc.fr/item/TVP_2021_66_4_a3/