On the Edgeworth expansion for the sum of a function of uniform spacings (Q1095521): Difference between revisions

An Edgeworth expansion for the sum of a fixed function g of normed uniform spacings is established under a natural moment assumption and an appropriate version of Cramér's condition. This condition is shown to hold under an easily verifiable and mild assumption on the function g. This is done by proving Cramér's condition for statistics of the general type f(X) under quite weak assumptions on the random variable X and the function \(f: {\mathbb{R}}^ m\to {\mathbb{R}}^ k\).