Abstract

Abstract We consider sums of independent identically distributed random variables whose distributions have $d+1$ atoms. Such distributions never admit an Edgeworth expansion of order $d$, but we show that for almost all parameters the Edgeworth expansion of order $d-1$ is valid and the error of the order $d-1$ Edgeworth expansion is typically of order $n^{-d/2}.$

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call