Error bounds for asymptotic expansions of some distributions in a multivariate two-stage procedure
Satoru Mukaihata, Yasunori Fujikoshi · Hiroshima Mathematical Journal · 1993
in thetwo cases. Our purpose of this paper is to obtain explicit bounds for theapproximations based on these asymptotic expansions. The method used isbased on a general result (see, e.g., Fujikoshi and Shimizu [5]) for scalemixtures of the gamma distribution.In the use of the result it is necessary that we evaluate the exact momentsof σ*