Article ID Journal Published Year Pages File Type
1146321 Journal of Multivariate Analysis 2010 8 Pages PDF
Abstract

In this paper, we calculate Edgeworth expansion of a test statistic on independence when some of the parameters are large, and simulate the goodness of fit of its approximation. We also calculate an error bound for Edgeworth expansion. Some tables of the error bound are given, which show that the derived bound is sufficiently small for practical use.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
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