Saddlepoint approximations to distribution functions
In this thesis we present two approximations to the distribution function of the sum of n independent random variables. They are obtained from generalizations of asymptotic expansions derived by Rubin and Zidek who considered the case of chi random variables. These expansions are obtained from Gurla...
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| Language: | English |
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University of British Columbia
2011
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| Online Access: | http://hdl.handle.net/2429/35169 |