Talk:Edgeworth series

From Wikipedia, the free encyclopedia

In this article as it originally appeared, the statement of the central limit theorem was wrong. The error was copied from the cited 1958 paper. Here is a simple counterexample: Suppose X1 = 0 or 1, each with probability 1/2, and Xi = 0 with probability 1. Then the expression that was asserted to approach the normal c.d.f. does not. I have inserted the additional hypothesis that the sum of the variances diverges to infinity. Michael Hardy 02:34, 10 May 2004 (UTC)


I have changed f(x) to F(x) in the statement about the convergence at the end of the Gram-Charlier A series. I think that is the function which was meant. Lafrontera 17:51, 10 February 2007 (UTC)