Suppose as n → ∞ for some estimate of θ in R p . If p =1 and g ( θ )= ∫ 0 θ V ( x ) ? 1/2 dx , it is well known that as n → ∞ , the distribution often being less skew so that inference based on the approximation should be more accurate than inference based on the approximation . If p > 1 there is generally no such one to one transformation g ( ? ). We consider three different types of stabilization of V ( θ ). We also consider the problem of finding g ( ? ) so that the components of are asymptotically independent.
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