Edgeworth expansions for a sample sum from a finite set of independent random variables

被引：3
|
作者：
Hu, Zhishui [1 ]
Robinson, John
Wang, Qiying
机构：
[1] Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China
[2] Univ Sydney, Sch Math & Stat, Sydney, NSW 2006, Australia
来源：
ELECTRONIC JOURNAL OF PROBABILITY | 2007年 / 12卷
关键词：
edgeworth expansion; finite population; sampling without replacement;
D O I：
10.1214/EJP.v12-447
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Let {X-1,...., X-N} be a set of N independent random variables, and let S-n be a sum of n random variables chosen without replacement from the set {X-1,...,X-n} with= equal probabilities. In this paper we give a one-term Edgeworth expansion of the remainder term for the normal approximation of S-n under mild conditions.
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页码：1402 / 1417
页数：16
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