Saddlepoint approximations for the sum of independent non-identically distributed binomial random variables
Publication year
2013Source
Statistica Neerlandica, 67, 2, (2013), pp. 190-201ISSN
Publication type
Article / Letter to editor

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Organization
SW OZ RSCR SOC
Journal title
Statistica Neerlandica
Volume
vol. 67
Issue
iss. 2
Page start
p. 190
Page end
p. 201
Subject
Inequality, cohesion and modernization; Ongelijkheid, cohesie en moderniseringAbstract
We discuss saddlepoint approximations to the distribution of the sum of independent non-identically distributed binomial random variables. We examine the accuracy of the saddlepoint methods for a sum of 10 binomials with different sets of parameter values. The numerical results indicate that the saddlepoint approximations provide very accurate estimates for the probability mass function and the right-tail probabilities for the cumulative distribution function of the sum.
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- Academic publications [203608]
- Electronic publications [101974]
- Faculty of Social Sciences [27286]
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