## The Annals of Probability

### A Berry-Esseen Theorem for Linear Combinations of Order Statistics

R. Helmers

#### Abstract

A Berry-Esseen bound of order $n^{-1/2}$ is established for linear combinations of order statistics with smooth weight functions. The underlying distribution function must possess a finite absolute third moment. This improves an earlier result of the author.

#### Article information

Source
Ann. Probab., Volume 9, Number 2 (1981), 342-347.

Dates
First available in Project Euclid: 19 April 2007

https://projecteuclid.org/euclid.aop/1176994478

Digital Object Identifier
doi:10.1214/aop/1176994478

Mathematical Reviews number (MathSciNet)
MR606999

Zentralblatt MATH identifier
0474.62039

JSTOR