Continuity corrections for discrete distributions under the Edgeworth expansion

DOI10.1023/A:1015408218938zbMath0996.62009OpenAlexW2180152100MaRDI QIDQ1610841

Camil Fuchs, Shaul K. Bar-Lev

Publication date: 20 August 2002

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1015408218938

zbMATH Keywords

Hermite polynomialsEdgeworth expansionscontinuity correction

Mathematics Subject Classification ID

Large deviations (60F10) Approximations to statistical distributions (nonasymptotic) (62E17)

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