My name is Attilio Meucci, I am a statistician working at Lehman, NY.
I would need to see if the sum of T (say 30) i.i.d. random variables
that are t-distributed with v (say 5) degrees of freedom is
approximately normal.
I would need some stronger result than the CLT and the Berry-Essen
theorem, some quantitative (not qualitative) result that applies
specifically to the sum of t-distributed random variables.
Would you know how to tackle the problem without simulations or maybe
some related literature?
Many thanks,
Attilio Meucci
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