Advances and Applications in Statistics
Volume 2, Issue 1, Pages 31 - 37
(April 2002)
|
|
UNIFORM VALIDITY OF LUGANNANI-RICE EXPANSION FOR THE TAIL PROBABILITY OF A SAMPLE MEAN
Min Tsao (Canada)
|
Abstract: This note presents two
conditions under which Lugannani-Rice expansion for
the tail probability of a sample mean is uniformly
valid in any compact set in the interior of the
domain of the mean. The conditions are easy to
verify. They show that Lugannani-Rice expansion is
in general uniformly valid. |
Keywords and phrases: tail probability expansion, Lugannani-Rice expansion, uniform validity. |
|
Number of Downloads: 6 | Number of Views: 1775 |
|