1980•Journal of Statistical Computation and SimulationRequires access
On the numerical accuracy of approximations based on edgeworth expansions
Th. Pfaff, Johann Pfanzagl
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Abstract
Numerical computations are applied to check the accuracy of a general result on the asymptotic expansion of power functions for particular test problems concerning one- and two-dimensional normal distributions. It turns out that the asymptotic expansion renders a remarkable improvement over the normal approximation.