Continuity corrections for integer-valued saddlepoint approximations

DOI10.1016/J.SPL.2006.03.005MaRDI QIDQ2497807zbMATH OpenOpenAlexFDO

Authors Thomas Fung, John Robinson

Publication date 4 August 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2006.03.005

zbMATH Keywords

continuity correctionsLugannani-Rice formularelative errorssaddlepoint approximationtail area approximations

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Large deviations (60F10) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Saddlepoint approximation for the distribution function near the mean
• Saddlepoint approximation to the distribution of general statistics
• A note on the tail accuracy of the univariate saddlepoint approximation
• Tail Probability Approximations
• Approximate and estimated saddlepoint approximations

Cites work

• Saddlepoint Approximations in Statistics
• Tail Probability Approximations

Cited in

(1)

• 2008 Pitman Medal

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