Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146321 | Journal of Multivariate Analysis | 2010 | 8 Pages |
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
Tomoyuki Akita, Jinghua Jin, Hirofumi Wakaki,