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Approach to normality of mean and M-estimators of location |
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| Authors: | Christopher Field |
| Abstract: | The approach to normality of an estimate is displayed graphically by the nonlinearity in the derivative of the log density, and this nonlinearity is related to the accuracy of the normal approximation for the tail area. Using techniques from small-sample asymptotics, an alternate proof of the central limit theorem is given and same indices of tail behavior are examined. |
| Keywords: | Central limit theorem derivative of log density deviation from linearity small-sample asymptotics tail-area approximation |