Title: A Berry-Esséen Inequality without Higher Order Moments
Author(s): Ningning Wang and Ibrahim A. Ahmad
Pages: 180 -- 187
In this note, a generalized form of the celebrated Berry-Esséen inequality is developed assuming only second-order moments to exist in the case of independent but not identically distributed random variables. The result generalizes and unifies many well known and highly used forms of the Berry- Esséen inequality.