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Normal approximation for random sums
Advances in Applied Probability
In this paper, we adapt the very effective Berry-Esseen theorems of Chen and Shao (2004), which apply to sums of locally dependent random variables, for use with randomly indexed sums. Our particular interest is in random variables resulting from integrating a random field with respect to a point process. We illustrate the use of our theorems in three examples: in a rather general model of the insurance collective; in problems in geometrical probability involving stabilizing functionals; and indoi:10.1017/s0001867800001233 fatcat:uyrl76oaejbv3fo2mvx3ot7idy