Student's s-statistic
نویسنده
چکیده
Student's t-statistic is a data-based linear transformation of an average. This paper proposes an extension i) to more general estimates including m.l.e.'s and M-estimates, and ii) to nonlinear transformations, so that the variance of the estimate is approximately constant. The expansion of the statistic and its properties are derived using basic procedures for the symbolic computation of asymptotic expansions.
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