EXPANSIONS FOR SUMS OF RAYLEIGHS

DOI10.1017/S0269964809000291zbMath1176.60008OpenAlexW2063346641MaRDI QIDQ3183126

Christopher S. Withers, Saralees Nadarajah

Publication date: 19 October 2009

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964809000291

zbMATH Keywords

Edgeworth expansionweighted sums

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cites Work

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• A simple expression for the multivariate Hermite polynomials
• Expressions for the normal distribution and repeated normal integrals
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint Approximations in Statistics

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