A Likelihood-Based Approximation to the Cumulative Distribution Function of the NoncentraltDistribution

DOI10.1080/03610910902785753zbMath1160.62007OpenAlexW2010815006MaRDI QIDQ3625375

Fang Chang, Augustine C. M. Wong

Publication date: 12 May 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910902785753

zbMATH Keywords

canonical parametersigned log-likelihood ratio statisticexponential family model\(p\)-value functionLugannani and Rice formula

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Saddlepoint approximations for the doubly noncentral \(t\) distribution
• Approximating the \(F\)-distribution via a general version of the modified signed log-likelihood ratio statistic
• Tail probabilities from observed likelihoods
• Approximations of marginal tail probabilities and inference for scalar parameters
• Modified signed log likelihood ratio
• Approximate marginal densities of nonlinear functions
• Saddle point approximation for the distribution of the sum of independent random variables
• Approximations of marginal tail probabilities for a class of smooth functions with applications to Bayesian and conditional inference

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