Saddlepoint distribution function approximations in biostatistical inference.
Applications of saddlepoint approximations to distribution functions are reviewed. Calculations are provided for marginal distributions and conditional distributions. These approximations are applied to problems of testing and generating confidence intervals, particularly in canonical exponential families.
Kolassa
J E
JE
Department of Statistics, Rutgers University, Piscataway, NJ 08854-8019 USA. kolassa@stat.rutgers.edu
D035843:Biomedical Research; D001699:Biometry / Q000379:methods*; D016001:Confidence Intervals; D006801:Humans; D015233:Models, Statistical; D014481:United States