An Upper Bound on the Error Induced by Saddlepoint Approximations—Applications to Information Theory

An Upper Bound on the Error Induced by Saddlepoint Approximations—Applications to Information Theory

This paper introduces an upper bound on the absolute difference between: (a) the cumulative distribution function (CDF) of the sum of a finite number of independent and identically distributed random variables with finite absolute third moment; and (b) a saddlepoint approximation of such CDF. This u...

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Bibliographic Details
Main Authors: Dadja Anade, Jean Marie Gorce, Philippe Mary, Samir M. Perlaza
Format: Article
Language:English
Published: MDPI AG 2020-06-01
Series:Entropy
Subjects:
sums of independent and identically random variables
saddlepoint approximation
memoryless channels
Online Access:https://www.mdpi.com/1099-4300/22/6/690

Internet

https://www.mdpi.com/1099-4300/22/6/690

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