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Title: Saddlepoint approximations for the sum of independent non-identically distributed binomial random variables
Author(s): Eisinga, R.N. ; Grotenhuis, H.F. te ; Pelzer, B.J.
Publication year: 2013
Source: Statistica Neerlandica, vol. 67, iss. 2, (2013), pp. 190-201
ISSN: 0039-0402
DOI: https://doi.org/10.1111/stan.12002
Publication type: Article / Letter to editor

Please use this identifier to cite or link to this item : https://hdl.handle.net/2066/116657   https://hdl.handle.net/2066/116657

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Subject: Inequality Cohesion Rationalization
Ongelijkheid Cohesie Rationalisatie
Organization: SW OZ RSCR SOC
Journal title:
Statistica Neerlandica
Volume: vol. 67
Issue: iss. 2
Page start: p. 190
Page end: p. 201
Abstract:
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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