English

General order adjusted Edgeworth expansions for generalized $t$-tests

Statistics Theory 2021-05-18 v1 Statistics Theory

Abstract

We develop generalized approach to obtaining Edgeworth expansions for tt-statistics of an arbitrary order using computer algebra and combinatorial algorithms. To incorporate various versions of mean-based statistics, we introduce Adjusted Edgeworth expansions that allow polynomials in the terms to depend on a sample size in a specific way and prove their validity. Provided results up to 5th order include one and two-sample ordinary tt-statistics with biased and unbiased variance estimators, Welch tt-test, and moderated tt-statistics based on empirical Bayes method, as well as general results for any statistic with available moments of the sampling distribution. These results are included in a software package that aims to reach a broad community of researchers and serve to improve inference in a wide variety of analytical procedures; practical considerations of using such expansions are discussed.

Keywords

Cite

@article{arxiv.2105.07406,
  title  = {General order adjusted Edgeworth expansions for generalized $t$-tests},
  author = {Inna Gerlovina and Alan E. Hubbard},
  journal= {arXiv preprint arXiv:2105.07406},
  year   = {2021}
}

Comments

22 pages, 3 figures, 2 tables

R2 v1 2026-06-24T02:09:11.265Z