By using Taylor expansions for S(x) and T(x) in (6.15), show that, for normal deviations, the tail probability (6.15) reduces to 1 − Φ(T) + ϕ (T) (−

ρ3 6 +

5ρ

2 3−3ρ4 24 T) + O (n

−3/2).

Hence deduce (6.14).