Chebyshev–Edgeworth-Type Approximations for Statistics Based on Samples with Random Sizes
Second-order Chebyshev–Edgeworth expansions are derived for various statistics from samples with random sample sizes, where the asymptotic laws are scale mixtures of the standard normal or chi-square distributions with scale mixing gamma or inverse exponential distributions. A formal construction of...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-04-01
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Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/9/7/775 |