Uniform Saddlepoint Approximations and Log-Concave Densities
- 1 September 1991
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 53 (1) , 157-172
- https://doi.org/10.1111/j.2517-6161.1991.tb01815.x
Abstract
SUMMARY: For a one-dimensional variable with a log-concave density it is shown that the saddlepoint approximations to the density and the distribution function of the mean are uniformly valid. A double-saddlepoint approximation to a conditional distribution function is introduced, which is uniformly valid for a two-dimensional log-concave density. The results are illustrated with the log-normal distribution and the gamma distribution.This publication has 9 references indexed in Scilit:
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