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...n Edgeworth expansion, but this looks pretty difficult to implement. Before I go ahead and write some code to do this, could anyone tell me if this has already been done, and which package I could find it in if it has? If it hasn't, does anyone know of any simpler method than that described in Blinnikov and Moessner ? Thanks in advance. Nick ----------------------------------------- This email was sent to you by Moody's Investors Service Limited Registered office address: 2 Minster Court Mincing Lane London, EC3R 7XB Registered No: 1950192 Registered in England and Wales The information...