Abstract

Many commonly used statistics may be regarded as functions of sums of independent random variables, and admit some type of normal approximation. Corrections to this approximation take a variety of forms, one of these being the so-called “continuity correction” in the special case of the estimate of p in a sequence of Bernoulli trials. We provide a unified approach to the derivation of such corrections, which may be applied in a wide variety of cases, ranging from the binomial distribution to the F-ratio and beyond. Recent results of Cressie [Ann. Inst. Statist. Math., 30 (1978), pp. 435–442] are obtained as a special case.

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