Asymptotic expansions for conditional moments of Bernoulli trials

Strasser Helmut

Statistics & Risk Modeling, 2012, vol. 29, issue 4, 327-343

Abstract: In this paper we study conditional distributions of independent, but not identically distributed Bernoulli random variables. The conditioning variable is the sum of the Bernoulli variables. We obtain Edgeworth expansions for the conditional expectations and the conditional variances and covariances. The results are of basic interest for several applications, e.g. for the study of conditional maximum likelihood estimation in Rasch models with many item parameters.

Keywords: Edgeworth expansions; conditional expectations; Bernoulli trials (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1524/strm.2012.1124

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