Dimension comparison for Student's statistic under symmetric unimodality
Jacopo Lenzi
Abstract
Let qn(r) denote the tail probability at r of the self-normalized sum of n independent centered uniform variables. At r=3, the first distribution-sensitive term in the two-sided Edgeworth expansion of Student's statistic vanishes. We evaluate the expansion at the common moving boundary rn=3+λ/n in dimensions n and n-k. Uniformly over deletion ranks retaining a fixed positive fraction of observations, the first nonzero difference converges to an explicit phase surface Hδ(λ); its zero curve unifies fixed, sublinear and fixed-fraction deletions, with tangent crossing 12/35. Through the Khintchine scale-mixture representation, this comparison yields a single compactly supported C∞ symmetric unimodal parent, independent of n, whose Student tail exceeds the equal-scale uniform tail for all sufficiently large n along nominal levels tending to 2\1-Φ(3)\ from below. In contrast, a quantile-ratio order shows that the uniform parent maximizes every even moment and every convergent even power series with nonnegative coefficients. We also derive the fixed-confidence dimension expansion and an exact reversal at n=6.
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