An improved saddlepoint approximation

DOI10.1016/j.mbs.2006.08.026zbMath1119.62012OpenAlexW2076332902WikidataQ51922087 ScholiaQ51922087MaRDI QIDQ2382387

Colin S. Gillespie, Renshaw, Eric

Publication date: 9 October 2007

Published in: Mathematical Biosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mbs.2006.08.026

zbMATH Keywords

Generating functionsCumulantsPopulation dynamicsSimplexMoment closureTruncation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Population dynamics (general) (92D25) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (7)

Parameter estimation for multivariate diffusion systems ⋮ Unified uncertainty analysis by the mean value first order saddlepoint approximation ⋮ Reliability-sensitivity analysis using dimension reduction methods and saddlepoint approximations ⋮ Generalized Laguerre expansions of multivariate probability densities with moments ⋮ Approximations to the distribution of sum of independent non-identically gamma random variables ⋮ Saddlepoint approximation based structural reliability analysis with non-normal random variables ⋮ Novel algorithm for reconstruction of a distribution by fitting its first-four statistical moments

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