Article

Title: A Berry-Esséen Inequality without Higher Order Moments

Issue: Volume 78 Series A Part 2 Year 2016
Abstract
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.