Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions

DOI10.2307/2290351zbMath0773.62008OpenAlexW4250135597MaRDI QIDQ5288926

James G. Booth, Ronald W. Butler, Andrew T. A. Wood

Publication date: 28 October 1993

Full work available at URL: https://doi.org/10.2307/2290351

zbMATH Keywords

random walkfirst passage time distributioncumulant generating functionsaddlepoint approximationscumulative distribution functioninverse Gaussiangeneralized approximationsgeneralized Lugannani-Rice formulageneralized Skovgaard formulalinear combination of chi-squared variables

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

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