A Proof of the Asymptotic Equivalence of Two-Tail Probability Approximations

DOI10.1080/03610920600974187MaRDI QIDQ3435975zbMATH OpenOpenAlexFDO

Authors John Kolassa

Publication date 8 May 2007

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

Full work available at URL https://doi.org/10.1080/03610920600974187

zbMATH Keywords

asymptoticssaddlepoint

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Approximate quadratures (41A55)

Recommendations

• Saddlepoint approximations to the two-sample permutation tests
• Tail approximations for samples from a finite population with applications to permutation tests
• Asymptotic tail approximations for some nonparametric test statistics
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• Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests

Cites work

• Conditional saddlepoint approximations for non--continuous and non--lattice distributions
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint approximations for marginal and conditional probabilities of transformed variables
• Series approximation methods in statistics.
• The modified signed likelihood statistic and saddlepoint approximations

Cited in

(1)

• Asymptotic tail approximations for some nonparametric test statistics

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