I'm looking for fast convergence rates for the central limit theorem - when we are not near the tails of the distribution. Specifically, from the general convergence rates stated in the Berry–Esseen theorem http://en.wikipedia.org/wiki/Berry%E2%80%93Esseen_theorem we know that, under certain conditions, the cumulative probability distribution of the scaled mean of a random sample $F_n(x)$ converges to the cumulative normal distribution $\Phi(x)$ with a convergence rate of $n^{-1/2}$, where n is the sample size. However, as stated in http://en.wikipedia.org/wiki/Central_limit_theorem it is well known that "As an approximation for a finite number of observations, it [the central limit theorem] provides a reasonable approximation only when close to the peak of the normal distribution; it requires a very large number of observations to stretch into the tails." Therefore, my question is: If we are given additional assumption that $|x|<C$, where $C$ is some contant, can we improve the $n^{-1/2}$ convergence rate of the the Berry–Esseen theorem? Thanks in advance!