On Edgeworth Expansions with Unknown Cumulants
H. L. Gray, W. A. Coberly, T. O. Lewis
Abstract
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H. L. Gray, W. A. Coberly, T. O. Lewis
Abstract
Open-access reader
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.
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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.
Key concepts: Cumulant, Edgeworth series, Mathematics, Applied mathematics, Distribution (mathematics), Statistics, Econometrics, Calculus (dental)