SLOW CONVERGENCE TO NORMALITY:
AN EDGEWORTH EXPANSION WITHOUT THIRD MOMENT
Abstract: Let be a non-lattice distribution function which lies in the domain of attraction
of a normal distribution. Exact uniform convergence rates are obtained for the convergence of
the normalized partial sums of i.i.d. random variables with distribution The assumptions
are
and
For
somewhat weaker conditions are sufficient.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -