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Berry-Osseen Inequality

Gives an estimate of the deviation of a Distribution Function as a Sum of independent Random Variables with a Normal Distribution.


Hazewinkel, M. (Managing Ed.). Encyclopaedia of Mathematics: An Updated and Annotated Translation of the Soviet ``Mathematical Encyclopaedia.'' Dordrecht, Netherlands: Reidel, p. 369, 1988.

© 1996-9 Eric W. Weisstein