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Berry–Esseen Bound for a Sample Sum from a Finite Set of Independent Random Variables
Authors:L C Zhao  C Q Wu  Q Wang
Institution:(1) Department of Statistics and Finance, University of Science and Technology of China, Hefei, 230026, China;(2) School of Mathematics and Statistics, The University of Sydney, NSW 2006, Australia
Abstract:Let {X 1,...,X N} be a set of N independent random variables, and let S n be a sum of n random variables chosen without replacement from the set {X 1,...,X N} with equal probabilities. In this paper we give an estimate of the remainder term for the normal approximation of S n under mild conditions.
Keywords:Berry–  Esseen bound  finite population  sampling without replacement
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