Saddle point approximation for the distribution of the sum of independent random variables
- 1 June 1980
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 12 (2) , 475-490
- https://doi.org/10.2307/1426607
Abstract
In the present paper a uniform asymptotic series is derived for the probability distribution of the sum of a large number of independent random variables. In co...Keywords
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