Explicit error bounds for lattice Edgeworth expansions

10/24/2017

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Motivated, roughly, by comparing the mean and median of an IID sum of bounded lattice random variables, we develop explicit and effective bounds on the errors involved in the one-term Edgeworth expansion for such sums.

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Explicit error bounds for lattice Edgeworth expansions

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Explicit error bounds for lattice Edgeworth expansions

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