Saddlepoint Approximations (Hardcover)

Although introduced more than 60 years ago it is only during the last 15 years that there has been a systematic development of saddlepoint approximations. These approximations give a highly accurate expression for the tail of a distribution, not only in the centre of the distribution but also for very small tail probabilities. The price for this is a more cumbersome formula, the evaluation of which may require the use of a personal computer. This text explains the ideas behind the saddlepoint approximations as well as giving a detailed mathematical description of the subject. The emphasis of the book is two-fold. One is on popularizing the formulae through many worked out and ready to use examples. The second is on giving a comprehensive mathematical background for further research in the field. Some of the subjects treated are uniformity of the approximations, tests in exponential families and compound sums with applications in insurance mathematics. This book is intended for researchers and graduate students in statistics and consulting statisticians.

General

Imprint:	Clarendon Press
Country of origin:	United Kingdom
Series:	Oxford Statistical Science Series, 16
Release date:	May 1995
First published:	June 1995
Authors:	Jens L. Jensen (Associate Professor, Department of Theoretical Statistics)
Dimensions:	241 x 162 x 24mm (L x W x T)
Format:	Hardcover
Pages:	348
ISBN-13:	978-0-19-852295-9
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Mathematical foundations > General Promotions
LSN:	0-19-852295-9
Barcode:	9780198522959

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