It is often required to approximate to the distribution of some statistics whose exact distribution cannot be conveniently obtained. When the first few moments are known, a common procedure is to fit a law of the Edgeworth type having the same moments as far as they are given.

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Saddlepoint Approximations

  • Juan Carlos Abril

摘要

It is often required to approximate to the distribution of some statistics whose exact distribution cannot be conveniently obtained. When the first few moments are known, a common procedure is to fit a law of the Edgeworth type having the same moments as far as they are given.