Saddlepoint approximations for multinomial distributions,with applications to the joint

DOI10.1080/00949659708811845MaRDI QIDQ4361983zbMATH OpenOpenAlexFDO

Authors C. Ma

Publication date 7 January 1998

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659708811845

zbMATH Keywords

generating functionmultinomial distributionorder statisticssaddlepoint approximation

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

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Cites work

• A representation for multinomial cumulative distribution functions
• Combinatorial extreme value distributions
• scientific article; zbMATH DE number 3881695 (Why is no real title available?)
• On approximating probabilities for small and large deviations in \(R^{d1}\)
• Saddle-point Methods for the Multinomial Distribution
• The Multivariate Saddlepoint Method and Chi-Squared for the Multinomial Distribution

Cited in

(5)

• On the evaluation of the joint distribution of order statistics
• Saddlepoint approximations to the moments of multitype age-dependent branching processes, with applications
• Saddlepoint Approximation for Multivariate Cumulative Distribution Functions and Probability Computations in Sampling Theory and Outlier Testing
• Representations, bounds and approximations for tail probabilites of multivariate non-central hypergeometric and negative hypergeometric distributions
• Saddlepoint approximations for the difference of order statistics

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