Cubic Equations in General Saddlepoint Approximations
نویسندگان
چکیده
منابع مشابه
General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
Saddlepoint approximations of marginal densities and tail probabilities of general nonlinear statistics are derived. They are based on the expansion of the statistic up to the second order. Their accuracy is shown in a variety of examples, including logit and probit models and rank estimators for regression.
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The saddlepoint approximation to the probabilities of a general time-homogenous birth process, as derived by Daniels 6 , is revisited. Of interest is the accuracy of the approximation for extended Poisson process models constructed from state-dependent birth processes. Numerical calculations are used to examine the accuracy of the probability approximation for a range of state-dependent models,...
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In many situations, saddlepoint approximations can be used to replace Monte Carlo simulations to nd the boot-strap distribution of a statistic. We explain how boot-strap and permutation distributions can be expressed as conditional distributions and how methods for linear programming and for tting generalized linear models can be used to nd the saddlepoint approximations. If the statistic of in...
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ژورنال
عنوان ژورنال: Communications for Statistical Applications and Methods
سال: 2002
ISSN: 2287-7843
DOI: 10.5351/ckss.2002.9.2.555