On a saddlepoint approximation to the Markov binomial distribution

DOI10.1214/11-BJPS162zbMath1401.60136MaRDI QIDQ467865

Jens Ledet Jensen

Publication date: 5 November 2014

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1361455032

zbMATH Keywords

saddlepoint approximationGaussian distributionMarkov binomial distribution

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items

Compound Poisson approximation

Cites Work

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• On approximation of Markov binomial distributions
• Compound Poisson and signed compound Poisson approximations to the Markov binomial law
• THE DISTRIBUTION OF THE NUMBER OF SUCCESSES IN A SEQUENCE OF DEPENDENT TRIALS
• An Algorithm for the Binomial Distribution with Dependent Trials

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