Inverting an Edgeworth Expansion

Peter Hall

doi:10.1214/aos/1176346162

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Home > Journals > Ann. Statist. > Volume 11 > Issue 2 > Article

June, 1983 Inverting an Edgeworth Expansion

Peter Hall

Ann. Statist. 11(2): 569-576 (June, 1983). DOI: 10.1214/aos/1176346162

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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.