Edgeworth integration
WebApr 13, 2024 · This article completes our studies on the formal construction of asymptotic approximations for statistics based on a random number of observations. Second order Chebyshev–Edgeworth expansions of asymptotically normally or chi-squared distributed statistics from samples with negative binomial or Pareto-like distributed … WebPartial integration and (6.6) shows that ... The idea behind such an Edgeworth expansion is that the approximating measure n are extremely close to n, at least for large values of n, but still they have a form where the role of n is clearly exhibited. There is a price to pay for the close approximation,
Edgeworth integration
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http://web.math.ku.dk/~erhansen/bootstrap_05/doku/noter/Edgeworth_17_01.pdf
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