APPROXIMATING CONDITIONAL DISTRIBUTIONS BY THE MIXED EDGEWORTH-SADDLEPOINT EXPANSION
成果类型：
Article
署名作者：
PEDERSEN, BV
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1979
页码：
597604
关键词：
摘要：
Conditional density and distribution functions were approximated by the mixed Edgeworth-saddlepoint expansion. This technique is described, and its use and character are illustrated by 3 examples [time-dependent Poisson process, comparing rates of Poisson processes and truncated normal density for survival data] concerning miscellaneous exponential families of order 2.