Results 91 to 100 of about 908 (194)

Saddlepoint Approximation for the Distribution Function Near the Mean

Saddlepoint approximation, singularity,
John Kolassa, Bo Yang
core   +1 more source

Evaluating the Anderson-Darling Distribution

Except for n = 1, only the limit as n approaches infinity for the distribution of the Anderson-Darling test for uniformity has been found, and that in so complicated a form that published values for a few percentiles had to be determined by numerical ...
George Marsaglia, John Marsaglia
core  

Reliability Analysis for Differential Expansion of Steam Turbine by Saddlepoint Approximation

, 2011
The reliability analysis for differential expansion of steam turbine is discussed extensively. The ultimate state equation of differential expansion of steam turbine is proposed according to stress-strength interference theory.
Le Xin Li, Ya Juan Jin, Chang Qing Su
core   +1 more source

Inverting a saddlepoint approximation

This paper is concerned with the inversion of a saddlepoint approximation for the tail probability of an asymptotically Normal statistic with cumulants expandable in powers of n-1/2.
Arevalillo, Jorge M.
core  

First-Order Saddlepoint Approximation for Reliability Analysis

, 2004
In the approximation methods of reliability analysis, nonnormal random variables are transformed into equivalent standard normal random variables. This transformation tends to increase the nonlinearity of a limit-state function and, hence, results in ...
Sudjianto, Agus, Du, Xiaoping
core  

Saddlepoint approximation for mixture models

Two-component mixture distributions with one component a point mass and the other a continuous density may be used as priors for Bayesian inference when sparse representation of an underlying signal is required.
D. Mastropietro, Davison, A. C., Mastropietro, D., A. C. Davison   +3 more
core   +1 more source

ON BEHAVIOR OF THE SADDLEPOINT IN THE SADDLEPOINT APPROXIMATIONS

ON BEHAVIOR OF THE SADDLEPOINT IN THE SADDLEPOINT APPROXIMATIONS
In this paper we shall examine the behavior of the saddlepoint in the saddlepoint approximations for the $ M $-estimators of location. It is of use when applying a numerical method to solve an equation with respect to the saddlepoint as well as considering theoretical view of the approximations.
openaire  

Leveraging the genetic correlation between traits improves the detection of epistasis in genome-wide association studies. [PDF]

G3 (Bethesda), 2023
Stamp J, DenAdel A, Weinreich D, Crawford L.   +3 more
europepmc   +1 more source

Normed likelihood as saddlepoint approximation

Barndorff-Nielsen's formula (normed likelihood with constant-information metric) has been proffered as an approximate conditional distribution for the maximum-likelihood estimate, based on likelihood functions. Asymptotic justifications are available and
Fraser, D. A. S.
core  

A Saddlepoint Approximation to the Distribution of Inhomogeneous Discounted Compound Poisson Processes [PDF]

, 2018
In this article we propose an accurate approximation to the distribution of the discounted total claim amount, where the individual claim amounts are independent and identically distributed and the number of claims over a specified period is governed by ...
Gatto, Riccardo
core