Continuity corrections for integer-valued saddlepoint approximations (Q2497807)
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scientific article; zbMATH DE number 5043954
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| English | Continuity corrections for integer-valued saddlepoint approximations |
scientific article; zbMATH DE number 5043954 |
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Continuity corrections for integer-valued saddlepoint approximations (English)
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4 August 2006
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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 \(P(\overline{X}\geq x)\).
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Lugannani-Rice formula
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continuity corrections
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relative errors
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tail area approximations
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saddlepoint approximation
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0.7783321142196655
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0.76955646276474
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0.7635208368301392
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0.7635208368301392
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0.7619602084159851
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