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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2021 Volume 66, Issue 4, Pages 676–692 (Mi tvp5504)

The Chebyshev–Edgeworth correction in the central limit theorem for integer-valued independent summands

S. G. Bobkovab, V. V. Ulyanovcb

a School of Mathematics, University of Minnesota, Minneapolis, USA
b National Research University "Higher School of Economics", Moscow
c Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

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.

Received: 31.05.2021
Accepted: 06.07.2021

DOI: 10.4213/tvp5504


 English version:
Theory of Probability and its Applications, 2022, 66:4, 537–549

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© Steklov Math. Inst. of RAS, 2025