Finite-n corrections to normal approximation

被引：1

作者：

Vrbik, J ^{[1
]}

机构：

[1] Brock Univ, Dept Math, St Catharines, ON, Canada

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2005年 / 34卷 / 04期

关键词：

Central Limit Theorem; cumulants; sampling distribution;

D O I：

10.1080/03610910500307661

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：

We show that the sampling distribution of a statistic which follows the Central Limit Theorem can be approximated by a Normal distribution, modified according to the statistic's first few moments. One can thus achieve an impressive accuracy even for relatively small samples.

引用

页码：827 / 837

页数：11