Saddlepoint approximation for moment generating functions of truncated random variables
نویسندگان
چکیده
منابع مشابه
Saddlepoint Approximation for Moment Generating Functions of Truncated Random Variables
We consider the problem of approximating the moment generating function (MGF) of a truncated random variable in terms of the MGF of the underlying (i.e., untruncated) random variable. The purpose of approximating the MGF is to enable the application of saddlepoint approximations to certain distributions determined by truncated random variables. Two important statistical applications are the fol...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2004
ISSN: 0090-5364
DOI: 10.1214/009053604000000689