An improved saddlepoint approximation based on the negative binomial distribution for the general birth process

DOI10.1007/s001800200088zbMath1010.62014OpenAlexW54578282MaRDI QIDQ1855614

Heather M. Podlich, Gordon K. Smyth

Publication date: 6 February 2003

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001800200088

zbMATH Keywords

exponential tiltingnegative binomial distributionsMonte-Carlo methodsaddlepoint approximationsbinomial distributionsbirth processes

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (1)

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Cites Work

• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• Approximations for compound Poisson and Pólya processes
• The saddlepoint approximation for a general birth process
• Expokit
• Extended Poisson Process Modelling and Analysis of Count Data
• Saddlepoint Approximations in Statistics
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