Saddlepoint Approximation near the Endpoints of the Support

Author

Rungao Jin and John Robinson

Status

Research Report 99-1
Date: 12 January 1999

Abstract

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.

Key phrases

saddlepoint methods. tilting. binomial statistic. hypergeometric statistic. Wilcoxon statistic.

AMS Subject Classification (1991)

Primary:62E20
Secondary: 62G20

Content

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