Hello, all!


I have a big sum of log-normal (with location parameter $\mu$ and scale parameter $\sigma$) random variables $X\_i$ $\sum\_{i=1}^N X\_i$ with $N \gg 1$.
How could I estimate convergence rate to a gaussian distribution relative to $\mu$ and $\sigma$?


Thank you.



CLT convergance rate for sum of log-normals
Log normal distribution has finite variance, so if you subtract the mean, the magic words are "Berry-Esseen theorem". If you don't subtract the mean, the sum diverges.


