Edgeworth series

E953116

The Edgeworth series is a statistical expansion used in probability theory to approximate probability distributions by correcting the normal distribution with higher-order cumulants.

All labels observed (1)

Label Occurrences
Edgeworth series canonical 2

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Statements (44)

Predicate Object
instanceOf asymptotic expansion ⓘ
probability theory concept ⓘ
statistical method ⓘ
appliesTo independent and identically distributed random variables ⓘ
sums of random variables ⓘ
approximationOrder can be extended to arbitrary finite order in 1/sqrt(n) ⓘ
assumes existence of sufficiently high-order moments ⓘ
basedOn cumulants ⓘ
moments of a distribution ⓘ
comparedWith Gram–Charlier A series ⓘ
domain continuous distributions ⓘ
discrete distributions (via continuity corrections) ⓘ
expandsAround normal distribution ⓘ
field mathematical statistics ⓘ
probability theory ⓘ
generalizationOf normal approximation ⓘ
goal to approximate distribution functions more accurately than the normal distribution alone ⓘ
hasAdvantageOver Gram–Charlier series in asymptotic justification ⓘ
hasProperty asymptotic in sample size ⓘ
may not define a proper probability density for finite truncation ⓘ
historicalPublicationPeriod late 19th century ⓘ
improves rate of convergence of normal approximation ⓘ
namedAfter Francis Ysidro Edgeworth ⓘ
relatedTo Gram–Charlier series ⓘ
central limit theorem ⓘ
saddlepoint approximation ⓘ
representation polynomial corrections to the normal density ⓘ
series in powers of n^{-1/2} ⓘ
requires standardization of the random variable ⓘ
usedBy applied probabilists ⓘ
econometricians ⓘ
statisticians ⓘ
usedFor approximating distribution of standardized sums ⓘ
approximating probability distributions ⓘ
approximating sampling distributions ⓘ
refining normal approximation ⓘ
usedIn confidence interval approximation ⓘ
econometrics ⓘ
hypothesis testing ⓘ
theoretical statistics ⓘ
usesConcept higher-order cumulants ⓘ
kurtosis ⓘ
skewness ⓘ
standardized cumulants ⓘ

How these facts were elicited

Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

Francis Ysidro Edgeworth → knownFor → Edgeworth series ⓘ
Francis Ysidro Edgeworth → notableConcept → Edgeworth series ⓘ
subject linked to: Edgeworth family