Introduction to Daniels (1954) Saddlepoint Approximations in Statistics

1997 ◽  
pp. 171-200
Author(s):  
Elvezio Ronchetti
Keyword(s):  
Saddlepoint Approximations

scholarly journals Mismatched Decoding: Error Exponents, Second-Order Rates and Saddlepoint Approximations

2014 ◽  
Vol 60 (5) ◽  
pp. 2647-2666 ◽  
Author(s):  
Jonathan Scarlett ◽  
Alfonso Martinez ◽  
Albert Guillen i Fabregas
Keyword(s):  
Second Order ◽  
Saddlepoint Approximations ◽  
Error Exponents

Saddlepoint approximations for bivariate distributions

1990 ◽  
Vol 27 (03) ◽  
pp. 586-597 ◽  
Author(s):  
Suojin Wang
Keyword(s):  
Monte Carlo ◽  
Distribution Function ◽  
Normal Distribution ◽  
Cumulative Distribution Function ◽  
Saddlepoint Approximation ◽  
Monte Carlo Study ◽  
Cumulative Distribution ◽  
Normal Distribution Function ◽  
Sample Mean ◽  
Saddlepoint Approximations

A saddlepoint approximation is derived for the cumulative distribution function of the sample mean of n independent bivariate random vectors. The derivations use Lugannani and Rice's saddlepoint formula and the standard bivariated normal distribution function. The separate versions of the approximation for the discrete cases are also given. A Monte Carlo study shows that the new approximation is very accurate.

Sign in / Sign up

Export Citation Format

Share Document