An example in which the Lugannani - Rice saddlepoint formula fails (Q1892114)

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An example in which the Lugannani - Rice saddlepoint formula fails
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    An example in which the Lugannani - Rice saddlepoint formula fails (English)
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    6 July 1995
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    nonnormal base distribution
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    relative error
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    sample space asymptotics
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    Lugannani-Rice formula
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    approximation to tail probabilities
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    first passage time
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    random walk with drift
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    inverse Gaussian base
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    convergence rates
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