Saddlepoint expansions for conditional distributions
- 1 December 1987
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 24 (4) , 875-887
- https://doi.org/10.2307/3214212
Abstract
A saddlepoint expansion is given for conditional probabilities of the formwhereis an average ofnindependent bivariate random vectors. A more general version, corresponding to the conditioning on ap –1-dimensional linear function of ap-dimensional variable is also included. A separate formula is given for the lattice case. The expansion is a generalization of the Lugannani and Rice (1980) formula, which reappears ifandare independent. As an example an approximation to the hypergeometric distribution is derived.Keywords
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