SADDLE-POINT APPROXIMATION FOR THE DISTRIBUTION OF THE SUM OF INDEPENDENT RANDOM-VARIABLES

被引：585
作者：
LUGANNANI, R
RICE, S
机构：
来源：
ADVANCES IN APPLIED PROBABILITY | 1980年 / 12卷 / 02期
关键词：
D O I：
10.2307/1426607
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：
引用
收藏
页码：475 / 490
页数：16
相关论文
共 10 条
[1]  
Abramowitz M., 1972, HDB MATH FUNCTIONS
[2]   UNIFORM ASYMPTOTIC EXPANSIONS OF INTERGRALS WITH STATIONARY POINT NEAR ALGEBRAIC SINGULARITY [J].
BLEISTEIN, N .
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1966, 19 (04) :353-+
[3]  
Bleistein N., 1975, ASYMPTOTIC EXPANSION
[4]   SADDLEPOINT APPROXIMATIONS IN STATISTICS [J].
DANIELS, HE .
ANNALS OF MATHEMATICAL STATISTICS, 1954, 25 (04) :631-650
[5]  
OLVER FWJ, 1974, ASYMPTOTICS SPECIAL, P64003
[6]  
PETROV VV, 1973, SUMS INDEPENDENT RAN
[7]   UNIFORM ASYMPTOTIC EXPANSIONS FOR SADDLE POINT INTEGRALS - APPLICATION TO A PROBABILITY DISTRIBUTION OCCURRING IN NOISE THEORY [J].
RICE, SO .
BELL SYSTEM TECHNICAL JOURNAL, 1968, 47 (09) :1971-+
[8]   SYSTEM RESPONSE TO RANDOM IMPULSES [J].
ROBERTS, JB .
JOURNAL OF SOUND AND VIBRATION, 1972, 24 (01) :23-+
[9]  
Saulis L., 1969, LITOVSK MAT SB, V9, P605
[10]  
VANDERWAERDEN BL, 1951, APPL SCI RES B-ELEC, V2, P33
1