# A bound for the error in the normal approximation to the distribution of a sum of dependent random variables

@inproceedings{Stein1972ABF, title={A bound for the error in the normal approximation to the distribution of a sum of dependent random variables}, author={Charles M. Stein}, year={1972} }

This paper has two aims, one fairly concrete and the other more abstract. In Section 3, bounds are obtained under certain conditions for the departure of the distribution of the sum of n terms of a stationary random sequence from a normal distribution. These bounds are derived from a more abstract normal approximation theorem proved in Section 2. I regret that, in order to complete this paper in time for publication, I have been forced to submit it with many defects remaining. In particular the…

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