Explicit error bounds for lattice Edgeworth expansions
J. P. BuhlerA. C. GamstR. L. GrahamA. W. Hales
所有作者
J. P. BuhlerA. C. GamstR. L. GrahamA. W. Hales
文献摘要
Motivated, roughly, by comparing the mean and median of an IID sum of bounded
lattice random variables, we develop explicit and effective bounds on the
errors involved in the one-term Edgeworth expansion for such sums.