The normal approximation to the binomial test with and without a continuity correction is evaluated in terms of control of Type I errors and power. The normal approximations are evaluated as robust ...
A normal approximation to the null distribution of the likelihood ratio statistic for testing the multivariate general linear hypothesis is developed. This approximation is compared with the ...
Merton, Robert C., and Paul A. Samuelson. "Fallacy of the Log-Normal Approximation to Optimal Portfolio Decision Making over Many Periods." Journal of Financial Economics 1 (May 1974): 67–94.
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