65

General order adjusted Edgeworth expansions for generalized tt-tests

Abstract

We develop generalized approach to obtaining Edgeworth expansions for tt-statistics of an arbitrary order using computer algebra and combinatorial algorithms. To incorporate various versions of mean-based statistics, we introduce Adjusted Edgeworth expansions that allow polynomials in the terms to depend on a sample size in a specific way and prove their validity. Provided results up to 5th order include one and two-sample ordinary tt-statistics with biased and unbiased variance estimators, Welch tt-test, and moderated tt-statistics based on empirical Bayes method, as well as general results for any statistic with available moments of the sampling distribution. These results are included in a software package that aims to reach a broad community of researchers and serve to improve inference in a wide variety of analytical procedures; practical considerations of using such expansions are discussed.

View on arXiv
Comments on this paper