ruth@utstat.uucp (Ruth Croxford) (03/01/89)
Topic: Lattice Variables and Series Approximations to Distribution Functions
Speaker: John Kolassa, University of Chicago
Date: 4:00 p.m., Monday, March 6, 1989
Place: Room 2108, Sidney Smith Hall, 100 St. George Street, U of T
Abstract:
Edgeworth series have long been used to give asymptotic expansions for
distribution functions of normalized sums of random variables. However,
these expansions fail to hold in the case of lattice variables. I describe
corrections to traditional Edgeworth series to make them asymptotically
correct in the lattice case, and give a heuristic derivation of these corrections
as resulting from smoothing.
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Coffee and tea will be served in the DeLury Lounge (SS6006) at 3:30 p.m.