BoundEdgeworth
Bound on the Error of the First-Order Edgeworth Expansion
v0.1.3
·
Dec 1, 2025
·
GPL-3
Description
Computes uniform bounds on the distance between the cumulative distribution function of a standardized sum of random variables and its first-order Edgeworth expansion, following the article Derumigny, Girard, Guyonvarch (2023) <doi:10.1007/s13171-023-00320-y>.
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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0.1.3
Mar 10, 2026