Construct · 1 fields · 1 citations

saddlepoint approximation: a standalone construct

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Mathematical statistics

highly accurate approximation to a density or tail probability obtained from the cumulant generating function evaluated at a saddlepoint.

In mathematical statistics, saddlepoint approximation refers to highly accurate approximation to a density or tail probability obtained from the cumulant generating function evaluated at a saddlepoint. This meaning comes from Daniels (1954) in The Annals of Mathematical Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

density4 fields · 6 citationsjingle · one word, four constructs function5 fields · 6 citationsjingle · one word, five constructs tail2 fields · 2 citationsjingle · one word, two constructs

References

Daniels, H. E. (1954). Saddlepoint Approximations in Statistics. The Annals of Mathematical Statistics, 25(4), 631-650. https://doi.org/10.1214/aoms/1177728652

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