Saddlepoint Approximation near the Endpoints of the Support
Rungao Jin and John Robinson
Research Report 99-1
Date: 12 January 1999
For some cases, non-normal asymptotic distributions of tilted
means are used to give accurate saddlepoint approximations at the extremes of
the support where asymptotic normality of the tilted means fails. Also new
relative error rates are obtained near the endpoints.
saddlepoint methods. tilting. binomial statistic. hypergeometric statistic.
AMS Subject Classification (1991)
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Sydney Mathematics and Statistics