Zero bias transformation and asymptotic expansions

Ying Jiao

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arXiv · 0903.0910

Zero bias transformation and asymptotic expansions

Ying Jiao

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Abstract

We apply the zero bias transformation to deduce a recursive asymptotic expansion formula for expectation of functions of sum of independent random variables in terms of normal expectations and we discuss the remainder term estimations.

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Ying Jiao. 2009-03-05. Zero bias transformation and asymptotic expansions. https://arxiv.org/abs/0903.0910

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