Abstract:
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.