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scientific article; zbMATH DE number 270291
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scientific article; zbMATH DE number 270291

    Statements

    author
    Andrew T. A. Wood
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    James G. Booth
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    Ronald W. Butler
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    publication date
    28 October 1993
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    zbMATH Keywords
    cumulant generating function
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    generalized Lugannani-Rice formula
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    generalized Skovgaard formula
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    saddlepoint approximations
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    cumulative distribution function
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    inverse Gaussian
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    generalized approximations
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    linear combination of chi-squared variables
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    first passage time distribution
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    random walk
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    Identifiers

    DOI
    10.2307/2290351
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    zbMATH DE Number
    270291
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