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Zero bias transformation and asymptotic expansions

Ying Jiao (2012)

Annales de l'I.H.P. Probabilités et statistiques

Let Wbe a sum of independent random variables. We apply the zero bias transformation to deduce recursive asymptotic expansions for 𝔼 [ h ( W ) ] in terms of normal expectations, or of Poisson expectations for integer-valued random variables. We also discuss the estimates of remaining errors.

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