Saddlepoint approximation to gamma convolutions (Q5740915)
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scientific article; zbMATH DE number 6605068
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| English | Saddlepoint approximation to gamma convolutions |
scientific article; zbMATH DE number 6605068 |
Statements
20 July 2016
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gamma convolution
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saddlepoint approximation
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normalization
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Lugannani-Rice formula
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approximation accuracy
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0.8034089803695679
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0.791947603225708
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0.791947603225708
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0.7912485003471375
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