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

DOI10.1080/03610929908832322zbMATH Open0934.60027OpenAlexW2017929705MaRDI QIDQ4240722FDOQ4240722

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

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

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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