Titlebook: Series Approximation Methods in Statistics; John E. Kolassa Book 19941st edition Springer Science+Business Media New York 1994 Area.approx

刚毅

Saddlepoint Series for Distribution Functions,s for the density is a linear combination of derivatives of the normal distribution function, and hence is easily integrated to give a corresponding cumulative distribution function approximation. This cumulative distribution function approximation inherits many good properties from the density appr

课程

Multivariate Expansions, derived with reference to characteristic functions and cumulant generating functions, and hence these will be defined first. Subsequently Edgeworth density approximations will be defined. Just as in the univariate case, the Edgeworth approximation to probabilities that a random vector lies in a set

半球

态学

Applications to Likelihood Ratio and Maximum Likelihood Statistics,imum likelihood estimators, likelihood ratio statistics, and Wald statistics. Bartlett’s correction for the distribution of likelihood ratio statistics is derived. Approximate ancillarity is also discussed.

tympanometry