June 1, 1983Open Access
Inverting an Edgeworth Expansion
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Abstract
We provide a method for inverting a general Edgeworth expansion, so as to correct a statistic for the effects of non-normality. This technique is applied to the special case of the "Studentized" mean. Explicit formulae are given for the correction terms.
Cite This Study
Peter A. Hall (Wed,) studied this question.