Published Online: 15 JUL 2005
Copyright © 2005 John Wiley & Sons, Ltd
Encyclopedia of Biostatistics
How to Cite
Hall, P. 2005. Edgeworth Expansion. Encyclopedia of Biostatistics. 4.
- Published Online: 15 JUL 2005
The Edgeworth expansion expresses one probability density in terms of another by the use of cumulants, and is particularly important when the reference distribution is the standard normal. There are applications to the distributions of statistics including the sample mean, sample variance, variance ratio and correlation coefficient, and to the coverage of confidence intervals.
- central limit