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The Chebyshev--Edgeworth Correction in the Central Limit Theorem for Integer-Valued Independent Summands

Theory of Probability and Its Applications. 2022. Vol. 66. No. 4. P. 537–549.
Bobkov S., Ulyanov V. V.
Translator: Bobkov S., Ulyanov V. V.

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. 

Research target: Mathematics
Language: English
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Keywords: central limit theoremцентральная предельная теоремацелочисленные случайные величиныthe Chebyshev--Edgeworth correctioninteger-valued random variablesпоправка Чебышева--Эджворта
Publication based on the results of:
Stochastic Algorithms in Machine Learning (2022)
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