On cornish-fisher expansions as a ratio of determinants without cumulants |
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| Authors: | E D Mc Cune |
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| Institution: | Stephen F. Austin State University , Nacogdoches, Texas |
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| Abstract: | A new method of approximating one quantile of a distribution function in terms of the corresponding quantile of another distribution function is introduced. The method utilizes the Cornish-Fisher expansion so as to eliminate the requirement for knowing the cumulants while at the same time retaining the desired simplicity as well as the property of not affecting the order of the error of the approximation. |
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| Keywords: | Edgeworth expansion asymptotic expansions quantite |
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