Saddlepoint distribution function approximations in biostatistical inference

Research output: Contribution to journalReview article

1 Citation (Scopus)

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 languageEnglish (US)
Pages (from-to)59-71
Number of pages13
JournalStatistical Methods in Medical Research
Volume12
Issue number1
DOIs
StatePublished - Jan 1 2002

Fingerprint

Saddlepoint Approximation
Exponential Family
Function Approximation
Marginal Distribution
Conditional Distribution
Saddlepoint
Confidence interval
Distribution Function
Confidence Intervals
Testing
Approximation

All Science Journal Classification (ASJC) codes

  • Epidemiology
  • Statistics and Probability
  • Health Information Management

Cite this

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title = "Saddlepoint distribution function approximations in biostatistical inference",
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.",
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language = "English (US)",
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Saddlepoint distribution function approximations in biostatistical inference. / Kolassa, John E.

In: Statistical Methods in Medical Research, Vol. 12, No. 1, 01.01.2002, p. 59-71.

Research output: Contribution to journalReview article

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