This paper derives higher-order terms in the double-saddlepoint expansion of Skovgaard for a unidimensional conditional cumulative distribution function. Expansions for continuous and lattice random variables are derived. Results are applied to the sufficient statistic in logistic regression.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Conditional probability
- Hypergeometric distribution
- Lattice variable
- Tail probability