Saddlepoint approximations for the difference of order statistics

DOI10.1093/biomet/82.1.226zbMath0823.62015OpenAlexW2115091374MaRDI QIDQ4842918

H. Joseph Newton, Jane L. Harvill

Publication date: 1 November 1995

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/36d2ae6f05b8f05fe8841fc6d8aa0228ce66f21e

zbMATH Keywords

exponential distributionnonlinear time seriessaddlepoint approximationscontinuous distributiontesting for linearitynoncentral chi-squared distributiondifference of order statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (8)

Generalized Laguerre expansions of multivariate probability densities with moments ⋮ Using symbolic math to evaluate saddlepoint approximations for the difference of order statistics ⋮ A distribution function estimator for the difference of order statistics from two independent samples ⋮ Bispectral-Based Goodness-of-Fit Tests of Gaussianity and Linearity of Stationary Time Series ⋮ Testing time series linearity via goodness-of-fit methods ⋮ The higher order large-deviation approximation for the distribution of the sum of independent discreterandom variables ⋮ The higher order large-deviation approximation for the distribution of the sum of independent discreterandom variables ⋮ General saddlepoint approximations to distributions under an elliptical population

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