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Saddlepoint distribution function approximations in biostatistical inference.

J E Kolassa
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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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Biomedical ResearchBiometryConfidence IntervalsHumansModels, StatisticalUnited StatesJournal ArticleResearch Support, U.S. Gov't, P.H.S.

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J E Kolassa. 2003. Saddlepoint distribution function approximations in biostatistical inference.. https://doi.org/10.1191/0962280203sm316ra

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