Continuity corrections for integer-valued saddlepoint approximations (Q2497807)

Let \(X_1,X_2,\dots\), be integer-valued r.v's taking values \(N_1, N_1+1,\dots, N_2\), where \(N_1\), \(N_2\) can be infinite. The authors discuss the accuracy of the saddlepoint approximations for the upper tail \(P(\overline{X}\geq x)\).