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Assume that E h(X\\({}_ 1,X_ 2)=\\theta\\) and let the variance of \\(E[h(X_ 1,X_ 2)| X_ 1]\\) be positive. If, in addition, \\(E| h(X_ 1,X_ 2)-\\theta |^ p\\leq K^ pp^{\\gamma p}\\) for \\(p=1,2,..\\). and some constants K and \\(\\gamma\\geq 0\\) not depending on p, then  \\[  P(\\sqrt{n}(U_ n-\\theta)/S_ n>x)=[1-\\Phi (x)](1+o(1))  \\]  uniformly in the range \\(0\\leq x\\leq o(n^{\\alpha})\\), with \\(\\alpha =2^{-1}(3+2\\gamma)^{-1}\\) for \\(\\gamma\\leq 2\\) and \\(\\alpha =2^{-1}(4\\gamma -1)^{-1}\\) for \\(\\gamma\\geq 2\\). The quantity \\(n^{- 1}S^ 2_ n\\) is the jackknife estimator of the variance of \\(U_ n\\) and \\(\\Phi\\) denotes the standard normal distribution function. 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