On Cornish-Fisher Expansions with Unknown Cumulants.

Abstract

In this paper a new method of approximating the quantiles of one distribution by the quantiles of another is introduced. The method is essentially a modification of the Cornish-Fisher technique which eliminates the necessity of knowing the cumulants of the distribution involved.

Document Details

Document Type
Technical Report
Publication Date
May 30, 1975
Accession Number
ADA015971

Entities

People

  • E. D. Mccune
  • H. L. Gray

Organizations

  • Southern Methodist University

Tags

Fields of Study

  • Mathematics

Readers

  • Applied Combinatorial Optimization and Logic Circuit Design.
  • Statistical inference.