Practical saddlepoint approximations

被引：63

作者：

Huzurbazar, S ^{[1
]}

机构：

[1] Univ Wyoming, Dept Stat, Laramie, WY 82071 USA

来源：

AMERICAN STATISTICIAN | 1999年 / 53卷 / 03期

关键词：

convolution; cumulant generating function; finite mixture distribution; p value computations; saddlepoint approximation;

D O I：

10.2307/2686101

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article illustrates univariate and conditional saddlepoint density and distribution function approximations. The emphasis is on the applications and on the calculations needed to compute the approximations. Uses of the approx imations include p value computations for some test statistics, approximations of finite mixture distributions, and convolutions.

引用

页码：225 / 232

页数：8

共 32 条

[1]

Abramowitz M., 1970, HDB MATH FUNCTIONS

[2]

BARNDORFFNIELSEN O, 1979, J ROY STAT SOC B MET, V41, P279

[3] AN EMPIRICAL-ASSESSMENT OF SADDLEPOINT APPROXIMATIONS FOR TESTING A LOGISTIC-REGRESSION PARAMETER [J].