Abstract
Recall from §3 that calculating of distribution function approximations from Edgeworth density approximations was a simple matter. The Edgeworth series 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 approximation.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1994 Springer Science+Business Media New York
About this chapter
Cite this chapter
Kolassa, J.E. (1994). Saddlepoint Series for Distribution Functions. In: Series Approximation Methods in Statistics. Lecture Notes in Statistics, vol 88. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-4275-6_5
Download citation
DOI: https://doi.org/10.1007/978-1-4757-4275-6_5
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-94277-3
Online ISBN: 978-1-4757-4275-6
eBook Packages: Springer Book Archive