BoundEdgeworth0.1.3 package

Bound on the Error of the First-Order Edgeworth Expansion

Bound_BE

Compute a Berry-Esseen-type bound

Bound_EE1

Uniform bound on the error of the first-order Edgeworth expansion

Gauss_test_powerAnalysis

Computation of uniformly valid power and sufficient sample size for th...

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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>.

  • Maintainer: Alexis Derumigny
  • License: GPL-3
  • Last published: 2025-12-01

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