Using symbolic math to evaluate saddlepoint approximations for the difference of order statistics

DOI10.1080/03610919508813273zbMath0850.62190OpenAlexW2061589884MaRDI QIDQ4859874

H. Joseph Newton, Jane L. Harvill

Publication date: 15 January 1996

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

Full work available at URL: https://doi.org/10.1080/03610919508813273

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Approximations to statistical distributions (nonasymptotic) (62E17) Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

An improved saddlepoint approximation ⋮ General saddlepoint approximations to distributions under an elliptical population

Uses Software

• Mathematica

Cites Work

• General Saddlepoint Approximations with Applications to L Statistics
• Saddlepoint approximations for the difference of order statistics
• Saddlepoint Approximations in Statistics
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