Abstract
In this study paper, saddlepoint approximation is considered one of the very accurate methods to derive the exact PMF/PDF and CDF for some complicated distributions. Double saddlepoint approximations provide a quick and accurate approximation to exact conditional tail probability in a variety of situations. However, in this study paper, the conditional saddlepoint approximation has been discussed for some distribution as Poisson and hypergeometric distribution.
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ACKNOWLEDGMENTS
This research was supported financially by Taibah University, Medina, Saudi Arabia. The author thanks the referee for constructive comments.
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This work was supported by Taibah University, Medina, Saudi Arabia.
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(Submitted by A. I. Volodin)
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Al Mutairi, A. Double Saddlepoint Approximation: Properties and Applications. Lobachevskii J Math 43, 3384–3389 (2022). https://doi.org/10.1134/S199508022214027X
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DOI: https://doi.org/10.1134/S199508022214027X