Zero bias transformation and asymptotic expansions
Probability
2009-03-06 v1
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.
Cite
@article{arxiv.0903.0910,
title = {Zero bias transformation and asymptotic expansions},
author = {Ying Jiao},
journal= {arXiv preprint arXiv:0903.0910},
year = {2009}
}