Saddlepoint approximations for the sum of independent non-identically distributed binomial random variables
SourceStatistica Neerlandica, 67, 2, (2013), pp. 190-201
Article / Letter to editor
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SW OZ RSCR SOC
SubjectInequality Cohesion Rationalization; Ongelijkheid Cohesie Rationalisatie
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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