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An expansion for the distribution function of a random sum
Published online by Cambridge University Press: 14 July 2016
Abstract
The Edgeworth expansion gives an indication of the rate of convergence of the distribution function of the sum of a fixed number of random variables to the normal distribution. A similar expansion is given here for the distribution function of the sum of a random number N of random variables, when the probability generating function of N takes a special form.
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- Copyright © Applied Probability Trust 1973
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