Abstract
Applications of saddlepoint approximations to distribution functions are reviewed. Calculations are provided for marginal distributions and conditional distributions. These approximations are applied to problems of testing and generating confidence intervals, particularly in canonical exponential families.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 59-71 |
| Number of pages | 13 |
| Journal | Statistical Methods in Medical Research |
| Volume | 12 |
| Issue number | 1 |
| DOIs | |
| State | Published - Jan 2002 |
All Science Journal Classification (ASJC) codes
- Epidemiology
- Statistics and Probability
- Health Information Management