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612-822-4611
Saddlepoint Approximations

Saddlepoint Approximations

Hardcover

Series: Oxford Statistical Science, Book 16

Probability & Statistics

ISBN10: 0198522959
ISBN13: 9780198522959
Publisher: Clarendon Press
Published: Jun 15 1995
Pages: 348
Weight: 1.39
Height: 0.92 Width: 6.53 Depth: 9.21
Language: English
During the last 15 years, there has been a systematic development of saddlepoint approximations. They give a highly accurate expression for the tail of a distribution, not only in the center but also for very small tail probabilities. Saddlepoint Approximations provides a complete account of this systematic development, giving worked out examples and comprehensive mathematical techniques for further research in the field. It will be most useful to researchers, students in statistics, and consulting statisticians.

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Probability & Statistics