XING Bingyi, LI Zehui. Saddlepoint Approximations for Function of Means from Several Populations[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(1): 13-18.
Citation: XING Bingyi, LI Zehui. Saddlepoint Approximations for Function of Means from Several Populations[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(1): 13-18.

Saddlepoint Approximations for Function of Means from Several Populations

  • Saddlepoint approximations for marginal tail probabilities for a real-valued function of vector means from it several populations are developed. The approximations are then shown to give great numerical accuracy, which are demonstrated in some numerical examples. Application to the bootstrap is also considered in order to avoid intensive Monte Carlo simulations.
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