Asymptotic expansions for sums of nonidentically distributed Bernoulli random variables

Paul Deheuvels, Madan L. Puri and Stefan S. Ralescu

Journal of Multivariate Analysis, 1989, vol. 28, issue 2, 282-303

Abstract: This paper concerns an asymptotic expansion for the distribution of the sum of independent zero-one random variables in case where this surn has variance [sigma]n2 --> [infinity]. The expansion presented is given to the order O([sigma]n-2). An application to the study of the exact rate of convergence in the central limit theorem for intermediate order statistics is included.

Keywords: normal; approximation; Poisson; approximation; binomial; distributions; order; statistics; central; limit; theorem; weak; laws (search for similar items in EconPapers)
Date: 1989
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Citations: View citations in EconPapers (4)

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