Explicit error bounds for lattice Edgeworth expansions

2017/10/24 by J. P. Buhler, A. C. Gamst, Buhler, J. P. +5
Mathematics · #FOS: Mathematics #Statistics Theory (math.ST) #math.ST #stat.TH

paper · pdf · doi:10.48550/arxiv.1710.08845

Will appear in "Connections in Discrete Mathematics", Cambridge University Press, 2018

arxiv created 2017/10/24 · arxiv updated 2017/10/25

Abstract

Motivated, roughly, by comparing the mean and median of an IID sum of bounded lattice random variables, we develop explicit and effective bounds on the errors involved in the one-term Edgeworth expansion for such sums.

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