© 1971 by Biometrika Trust
MISCELLANEA |
Error of the normal approximation to the. sum of N random variables
Bell Telephone Laboratories, Whippany, New Jersey
A bound on the mairimiitn value of the difference between the normal distribution function and the distribution function of the normalized sum of N independent, identically distributed, rectangular random variables is given. This bound is compared with other bounding expressions and with the maximum difference obtained numerically.
Key Words: Central limit theorem Sums of rectangular random variables Bounds on error in asymptotic expansions