Using symbolic math to evaluate saddlepoint approximations for the difference of order statistics

DOI10.1080/03610919508813273zbMath0850.62190MaRDI QIDQ4859874

Jane L. Harvill, H. Joseph Newton

Publication date: 15 January 1996

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919508813273

Mathematics Subject Classification ID

62G30: Order statistics; empirical distribution functions

62E17: Approximations to statistical distributions (nonasymptotic)

65C30: Numerical solutions to stochastic differential and integral equations

65C99: Probabilistic methods, stochastic differential equations

Related Items

An improved saddlepoint approximation, General saddlepoint approximations to distributions under an elliptical population

Uses Software

• Mathematica

Cites Work

• General Saddlepoint Approximations with Applications to L Statistics
• Saddlepoint approximations for the difference of order statistics
• Saddlepoint Approximations in Statistics
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