scientific article; zbMATH DE number 176653
[For the entire collection see Zbl 0752.00055.] Calculating the saddlepoint approximation requires calculating the Legendre transform of the log of the cumulant generating function. In some cases this cumulant generating function may be unavailable; in other cases the Legendre transform is difficult to calculate analytically. This paper discusses modifications to the saddlepoint approximation necessary when the cumulant generating function is replaced by a similar but more tractable function whose Legendre transform can be given explicitly. Calculations for the logistic distribution are presented to illustrate the case of a known but intractable cumulant generating function, and an example involving an overdispersed binomial model is presented to illustrate the case of an unavailable cumulant generating function. An application to a random effects logistic linear model is discussed.
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- scientific article; zbMATH DE number 1180829 (Why is no real title available?)
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