Edgeworth expansion for Bernoulli weighted mean

Pierre-Louis Cauvin

In this work, we derive an Edgeworth expansion for the Bernoulli weighted mean $\hat{\mu }=\frac{{\sum }_{i=1}^n{Y}_i{T}_i}{{\sum }_{i=1}^n{T}_i}$ in the case where $Y_1,\dots ,Y_n$ are i.i.d…