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An edgeworth expansion for a sum of<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="$M$"><mml:mi>M</mml:mi></mml:math>-Dependent random variables

An edgeworth expansion for a sum of<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="$M$"><mml:mi>M</mml:mi></mml:math>-Dependent random variables

Given a sequence X 1 , X 2 , …, X n of m ‐dependent random variables with moments of order 3 + α (0 &lt; α ≦1), we give an Edgeworth expansion of the distribution of S σ −1 ( S = X 1 + X 2 + …+ …