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单词 Edgeworth Series
释义

Edgeworth Series

Approximate a distribution in terms of a Normal Distribution. Let


then


(1)

See also Cornish-Fisher Asymptotic Expansion, Gram-Charlier Series


References

Abramowitz, M. and Stegun, C. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, p. 935, 1972.

Kenney, J. F. and Keeping, E. S. Mathematics of Statistics, Pt. 2, 2nd ed. Princeton, NJ: Van Nostrand, p. 108, 1951.


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