An example in which the Lugannani - Rice saddlepoint formula fails (Q1892114)
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scientific article; zbMATH DE number 761928
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An example in which the Lugannani - Rice saddlepoint formula fails |
scientific article; zbMATH DE number 761928 |
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An example in which the Lugannani - Rice saddlepoint formula fails (English)
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6 July 1995
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nonnormal base distribution
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relative error
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sample space asymptotics
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Lugannani-Rice formula
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approximation to tail probabilities
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first passage time
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random walk with drift
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inverse Gaussian base
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convergence rates
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