© 1976 by Biometrika Trust
Statistical distributions in univariate and multivariate Edgeworth populations
G.S.I.R.O. Division of Mathematics and Statistics Adelaide
A general method is presented for the formal construction of statistical distributions in univariate and multivariate populations, when the underlying distributions are specifiable by Edgeworth-type expansions. It is shown that the distribution of a statistic may be derived in principle from the appropriate normal-theory noncentral distribution, by means of a symbolic expectation operator. This provides a unified approach to the results of numerous investigations into the effects of nonnormality on various well-known statistics.
Key Words: Gram-Charlier type A series Multivariate statistics Noncentral distribution Nonnormal distribution