Let G be a distribution function on Rk+1 such that the (k + 1)th marginal is lattice. Let Z̄n denote the sampe mean of n independent observations from G. For s ≥ 3, the s-term Edgeworth expansions are obtained for a wide class of statistics which are smooth functions of Z̄n. The result is then applied to a statistic similar to the Student's t-statistic, where the scaling factor, the sample standard deviation is replaced by the more robust mean absolute deviation.
All Science Journal Classification (ASJC) codes
- Statistics, Probability and Uncertainty
- Statistics and Probability