Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions (Q5288926)
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scientific article; zbMATH DE number 270291
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| English | Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions |
scientific article; zbMATH DE number 270291 |
Statements
28 October 1993
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cumulant generating function
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generalized Lugannani-Rice formula
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generalized Skovgaard formula
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saddlepoint approximations
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cumulative distribution function
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inverse Gaussian
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generalized approximations
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linear combination of chi-squared variables
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first passage time distribution
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random walk
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Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions (English)
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0.85777348279953
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0.8348425030708313
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0.8290901780128479
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0.8214082717895508
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0.8201168179512024
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