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Let \\(Y_ i=f(X_ i)\\) with \\(E_ pY_ i=0\\) and \\(E_ p| Y_ i|^ 3<\\infty\\) and let \\(\\sigma^ 2\\) be the asymptotic variance of \\(Z_ n=n^{-1/2}(Y_ 1+\\cdots+Y_ n)\\). Then, under certain conditions we have the first-order Edgeworth expansion  \\[ P(Z_ n\\leq\\sigma x)=\\Phi(x)+n^{- 1/2}\\left\\{{1\\over 6}\\mu_ 3\\sigma^{-3}(1-x^ 2)-\\sigma^{-1}\\mu_ \\pi\\right\\}\\varphi(x)+o(n^{-1/2}), \\]  uniformly in \\(x\\), with \\(\\Phi\\) and \\(\\varphi\\) the standard normal d.f. and density, \\(\\mu_ \\pi=\\sum^ \\infty_{k=1}E_ \\pi Y_ k\\) and \\(\\mu_ 3\\) an `asymptotic third moment' under \\(p\\). The conditions are finiteness of moments and conditional nonlatticity of \\(Y_ 1\\). The expansion was first proved by \\textit{S. V. Nagaev} [Theory Probab. Appl. 6(1961), 62-81 (1962); translation from Teor. Veroyatn Primen. 6, 67-86 (1961; Zbl 0116.106)]. The authors give a corrected proof and then show by examples that the conditions are not necessary. The theorem then is stated and proved under weaker conditions (for the moments: \\(\\int| f(u)|^ 3p(x,du)\\leq M)\\). As an application, the expansion is derived for the maximum likelihood estimator of a transition probability when \\(X\\) is 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