scientific article; zbMATH DE number 469329

zbMath0800.62081MaRDI QIDQ4272611

Jens Ledet Jensen

Publication date: 6 January 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

gamma distributionlog-normal distributionconditional testconjugate densitytail integral

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (13)

Higher-order approximations to conditional distribution functions ⋮ Uniformity of double saddlepoint conditional probability approximations ⋮ Quadrature methods for computing distributions. ⋮ Simple and accurate inference for the mean of the gamma model ⋮ Uniform validity of saddlepoint expansion on compact sets ⋮ Log-concavity and strong log-concavity: a review ⋮ A note on the tail accuracy of the univariate saddlepoint approximation ⋮ Algebraic algorithms for sampling from conditional distributions ⋮ A new method for interval estimation of the mean of the gamma distribution ⋮ Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography ⋮ Saddlepoint expansions for sums of Markov dependent variables on a continuous state space ⋮ Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions ⋮ An improved saddlepoint approximation based on the negative binomial distribution for the general birth process

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