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.
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Zhao, L.C., Wu, C.Q. & Wang, Q. Berry–Esseen Bound for a Sample Sum from a Finite Set of Independent Random Variables. Journal of Theoretical Probability 17, 557–572 (2004). https://doi.org/10.1023/B:JOTP.0000040289.99786.ca
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DOI: https://doi.org/10.1023/B:JOTP.0000040289.99786.ca