4.7 Obtain the two-term Edgeworth expansion [i.e., (4.27)] for the following distributions of Xi :

(i) Xi ∼ the double exponential distribution DE(0, 1), where the pdf of DE(μ, σ) is given by f (x|μ, σ) = 1 2σ

exp



−

|x − μ|

σ



, −∞ < x < ∞.

(ii) Xi ∼ χ2 4 .