A conditional Berry-Esseen inequality

Published 28 Jan 2019 in math.PR, math.ST, and stat.TH | (1901.09911v2)

Abstract: As an extension of a central limit theorem established by Svante Janson, we prove a Berry-Esseen inequality for a sum of independent and identically distributed random variables conditioned by a sum of independent and identically distributed integer-valued random variables.

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