AEE
General order adjusted Edgeworth expansions
Generate Edgeworth expansions for one- and two-sample generalized-form t-statistics (including ordinary and moderated t-statistics and Welch's t-test); plus expansions for a general test statistic when the moments of this statistic's distribution are available.
- Quick demonstration in Jupyter notebook for 3rd order expansions (EdgeTstat1smp.ipynb);
- main documents are written in Sage notebook (.sws files), results up to 5th order;
- the copy of EdgeTstat1smp.sws is included as a text file (EdgeTstat1smpCopy.txt - can be used in Sage as well).