Saddlepoint approximation near the endpoints of the support
β Scribed by Rungao Jin; John Robinson
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 111 KB
- Volume
- 45
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Saddlepoint methods present a convenient way to approximate probabilities associated with canonical su cient statistic vectors in generalized linear models. Implementing saddlepoint approximations requires calculating maximum likelihood estimators for the associated parameters. When the su cient sta
We obtain a saddlepoint approximation for the Studentized mean of a simple random sample taken without replacement from a ΓΏnite population. This is only possible if we know the entire population, so we also obtain an empirical saddlepoint approximation based on the sample alone. This empirical appro