The higher order large-deviation approximation for the distribution of the sum of independent discreterandom variables

DOI10.1080/03610929908832322MaRDI QIDQ4240722zbMATH OpenOpenAlexFDO

Authors Masafumi Akahira, Kei Takeuchi

Publication date 17 April 2000

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

Full work available at URL https://doi.org/10.1080/03610929908832322

zbMATH Keywords

Edgeworth expansionlarge-deviation approximation

Mathematics Subject Classification ID

Large deviations (60F10)

Cites work

• An example in which the Lugannani - Rice saddlepoint formula fails
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint Approximations in Statistics
• Saddlepoint approximations
• Saddlepoint approximations for the difference of order statistics
• Tail Probability Approximations

Cited in

(2)

• Saddlepoint approximations for the sum of independent non-identically distributed binomial random variables
• A HIGHER ORDER LARGE-DEVIATION APPROXIMATION FOR THE DISCRETE DISTRIBUTIONS

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