Open Access
May, 1975 On Edgeworth Expansions with Unknown Cumulants
H. L. Gray, W. A. Coberly, T. O. Lewis
Ann. Statist. 3(3): 741-746 (May, 1975). DOI: 10.1214/aos/1176343139

Abstract

In this paper a new method of approximating one distribution by another is introduced. The method is essentially a modification of the Edgeworth technique which eliminates the necessity of knowing the cumulants of the distributions involved.

Citation

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H. L. Gray. W. A. Coberly. T. O. Lewis. "On Edgeworth Expansions with Unknown Cumulants." Ann. Statist. 3 (3) 741 - 746, May, 1975. https://doi.org/10.1214/aos/1176343139

Information

Published: May, 1975
First available in Project Euclid: 12 April 2007

zbMATH: 0312.62015
MathSciNet: MR378180
Digital Object Identifier: 10.1214/aos/1176343139

Subjects:
Primary: E99
Secondary: E20

Keywords: Edgeworth expansions , G-Transforms

Rights: Copyright © 1975 Institute of Mathematical Statistics

Vol.3 • No. 3 • May, 1975
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