Saddlepoint Approximations for Stopped-Sum Distributions

DOI10.1080/03610926.2011.636857zbMath1462.62113MaRDI QIDQ2864690

Amal D. Alhejaili, Ehab F. Abd-Elfattah

Publication date: 26 November 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.636857

zbMATH Keywords

saddlepoint approximations; Poisson-Gamma stopped-sum; Pólya-Aeppli stopped-sum distribution; stopped-sum distribution

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62E15: Exact distribution theory in statistics

62E17: Approximations to statistical distributions (nonasymptotic)

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