Series Approximation Methods in Statistics

Download or read book Series Approximation Methods in Statistics written by John Edward Kolassa and published by Springer Science & Business Media. This book was released on 1994 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asymptotic techniques have long been important in statistical inference; these techniques remain important in the age of fast computing because some exact answers are still either conceptually unavailable or practically out of reach. This book presents theoretical results relevant to Edgeworth and saddlepoint expansions to densities and distribution functions. It provides examples of their application in some simple, and in a few complicated, settings. Numerical and asymptotic assessments of accuracy are presented. Variants of these expansions, including much of modern likelihood theory, are discussed. Applications to lattice distributions are extensively treated.