Accurate inference for a one parameter distribution based on the mean of a transformed sample

Details Accurate inference for a one parameter distribution based on the mean of a transformed sample Accurate inference for a one parameter distribution based on the mean of a transformed sample

2010-09-11

arxiv.org/abs/1009.2190v1

Statistics

Methodology

Scientific paper

A great deal of inference in statistics is based on making the approximation that a statistic is normally distributed. The error in doing so is generally $O(n^{-1/2})$ and can be very considerable when the distribution is heavily biased or skew. This note shows how one may reduce this error to $O(n^{-(j+1)/2})$, where $j$ is a given integer. The case considered is when the statistic is the mean of the sample values from a continuous one-parameter distribution, after the sample has undergone an initial transformation.

Affiliated with

Also associated with

No associations

Rating

Accurate inference for a one parameter distribution based on the mean of a transformed sample does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Accurate inference for a one parameter distribution based on the mean of a transformed sample, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Accurate inference for a one parameter distribution based on the mean of a transformed sample will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-562886