On the relationship between two asymptotic expansions for the distribution of sample mean and its applications
样本均值分布的两种渐近展开之间的关系及应用
Although the cumulative distribution function may be differentiated to obtain the corresponding density function, whether or not a similar relationship exists between their asymptotic expansions remains a question. We provide a rigorous argument to prove that Lugannani and Rice's asymptotic expansion for the cumulative distribution function of the mean of a sample of i.i.d. observations may be differentiated to obtain Daniels's asymptotic expansion for the corresponding…