Improved measures of the spread of data for some unknown complex distributions using saddlepoint approximations

DOI10.1080/03610918.2013.849739MaRDI QIDQ2809580zbMATH OpenOpenAlexFDO

Authors Almutairi Alya O., Heng Chin Low

Publication date 30 May 2016

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2013.849739

zbMATH Keywords

saddlepoint approximationPoisson-Erlang distributionPoisson-negative binomial distributionrandom-sum distribution

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• scientific article; zbMATH DE number 3678816 (Why is no real title available?)
• On a New Class of "Contagious" Distributions, Applicable in Entomology and Bacteriology
• On the Distribution of the Likelihood Ratio
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint Approximations with Applications
• Saddlepoint approximations
• Saddlepoint expansions for conditional distributions
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• Some interrelations among compound and generalized distributions
• Tail Probability Approximations
• Univariate Discrete Distributions

Cited in

(3)

• Improved methods of hazard rate function calculation using saddlepoint approximations
• Modified branching process and saddlepoint approximations
• Saddle point approximation for the random sum Poisson-Bernoulli model

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