SOME ALTERNATIVES TO EDGEWORTH

被引：5

作者：

CHEAH, PK

FRASER, DAS

REID, N

机构：

[1] UNIV TORONTO,DEPT STAT,TORONTO M5S 1A1,ONTARIO,CANADA

[2] YORK UNIV,DEPT MATH & STAT,N YORK M3J 1P3,ON,CANADA

来源：

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 1993年 / 21卷 / 02期

关键词：

CUMULANTS; DISTRIBUTION FUNCTION; EDGEWORTH EXPANSION; MOMENTS; TAIL PROBABILITIES;

D O I：

10.2307/3315806

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：

The Edgeworth expansion is well known as a means for obtaining approximate tail probabilities from information concerning the moments of the distribution. Recent saddlepoint and asymptotic methods lead to several alternative approximations. These alternatives are developed and compared by means of average relative error.

引用

页码：131 / 138

页数：8

共 50 条

[1] EDGEWORTH EXPANSIONS FOR SIGNED LINEAR RANK STATISTICS UNDER NEAR LOCATION ALTERNATIVES
PURI, ML
SEOH, M
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1984, 10 (03) : 289 - 309
[2] Edgeworth's 'Ennui' (Maria Edgeworth)
Flanagan, C
EXPLICATOR, 2005, 63 (02): : 72 - 73
[3] OD IN SCHOOLS - SOME QUESTIONS, SOME ALTERNATIVES
DERR, CB
THRUST-FOR EDUCATIONAL LEADERSHIP, 1974, 4 (02): : 11 - 15
[4] SOME ALTERNATIVES TO ECOLOGICAL CORRELATION
GOODMAN, LA
AMERICAN JOURNAL OF SOCIOLOGY, 1959, 64 (06) : 610 - 625
[5] Predatory journals: some alternatives
Jain, Shobhit
Jain, Harjeet
ASIAN JOURNAL OF PSYCHIATRY, 2017, 26 : 123 - 123
[6] THE ET PROFESSION - SOME ALTERNATIVES
CHESHIER, S
ENGINEERING EDUCATION, 1984, 74 (08): : 724 - 725
[7] SOME ALTERNATIVES IN INTERPRETING PARMENIDES
MOURELATOS, APD
MONIST, 1980, 62 (01): : 3 - 14
[8] SOME ALTERNATIVES IN RECURSIVE ESTIMATION
KAILATH, T
INTERNATIONAL JOURNAL OF CONTROL, 1980, 32 (02) : 311 - 328
[9] SOME CAPITAL ALTERNATIVES AND CHOICES
WOODS, D
CANADIAN MEDICAL ASSOCIATION JOURNAL, 1984, 130 (09) : 1099 - 1099
[10] SOME ALTERNATIVES FOR THE INDIVIDUAL MODEL
KAAS, R
GERBER, HU
INSURANCE MATHEMATICS & ECONOMICS, 1994, 15 (2-3): : 127 - 132

← 1 2 3 4 5 →