Abstract:
The problem of estimation of deviation of the distribution of the sum of a random number of differently distributed random variables from the normal distribution is considered, i.e., the Esseen inequality for distributions of random sums is established. As a particular case, the Berry–Esseen inequality is obtained.
Citation:
Kh. Batirov, D. V. Manevich, S. V. Nagaev, “The Esseen inequality for sums of a random number of differently distributed random variables”, Mat. Zametki, 22:1 (1977), 143–146; Math. Notes, 22:1 (1977), 569–571