Bibliographic Details
| Title: |
SECOND-ORDER AND BOOTSTRAP APPROXIMATION TO STUDENT'S ...-STATISTIC. |
| Authors: |
Bloznelis, M., Putter, H. |
| Source: |
Theory of Probability & Its Applications. 2003, Vol. 47 Issue 2, p300. 8p. |
| Subjects: |
Edgeworth expansions, T-test (Statistics) |
| Abstract: |
We prove the validity of one-term Edgeworth expansion for Student's t-statistic under minimal conditions: the distribution of observations is nonlattice and has finite third moment. As a corollary we obtain the second-order correctness for the bootstrap of Student's t-statistic under these optimal conditions, thus extending classical result of Singh [Ann. Statist., 9 (1981), pp. 1187 1195] to the Studentized mean. [ABSTRACT FROM AUTHOR] |
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| Database: |
Engineering Source |
