A saddlepoint approximation to the distribution of the sum of independent non-identically uniform random variables

DOI10.1111/STAN.12032MaRDI QIDQ6552789zbMATH OpenFDO

Authors Hidetoshi Murakami

Publication date 10 June 2024

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/STAN.12032

zbMATH Keywords

independent and non-identically distributedsaddlepoint approximationsum of uniform random variables

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• A Note on the Convolution of Uniform Distributions
• An improved saddlepoint approximation
• Change Point Detection in a General Class of Distributions
• scientific article; zbMATH DE number 3436435 (Why is no real title available?)
• scientific article; zbMATH DE number 765034 (Why is no real title available?)
• On the distribution of the sum of \(n\) non-identically distributed uniform random variables
• On the distribution of the sum of independent uniform random variables
• On the Probability Distribution of the Sum of Uniformly Distributed Random Variables
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint approximations
• Saddlepoint approximations for the sum of independent non-identically distributed binomial random variables
• Saddlepoint Approximations in Statistics
• Saddlepoint Approximations with Applications
• Series approximation methods in statistics.
• Tail Probability Approximations
• The frequency distribution of the sample mean where each member of the sample is drawn from a different rectangular distribution

Cited in

(1)

• Saddlepoint approximations for the sum of independent non-identically distributed binomial random variables

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