The Wilson-Hilferty transformation is locally saddlepoint
Wilson–Hilferty 变换的局部鞍点性质
Interest in transform methods for normalising test statistics declined with the advent of computers. More recently, small‐sample asymptotic methods have been developed to approximate the distributions of complicated test statistics. We propose a generalisation of a classical symmetrising transform to a similar range of statistics. It is shown to behave comparably in a parametric neighbourhood to methods that exploit exponential tilting.