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An Upper Bound on the Error Induced by Saddlepoint Approximations—Applications to Information Theory [PDF]
Entropy, 2020 This paper introduces an upper bound on the absolute difference between: ( a ) the cumulative distribution function (CDF) of the sum of a finite number of independent and identically distributed random variables with finite absolute third moment;
Dadja Anade +3 more
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Significance evaluation in factor graphs [PDF]
BMC Bioinformatics, 2017 Background Factor graphs provide a flexible and general framework for specifying probability distributions. They can capture a range of popular and recent models for analysis of both genomics data as well as data from other scientific fields.
Tobias Madsen +3 more
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Mathematics, 2021 Let Z(s)=(Z1(s),…,Zp(s))t be an isotropic second-order stationary multivariate spatial process. We measure the statistical association between the p random components of Z with the correlation coefficients and measure the spatial dependence with ...
Alfonso García-Pérez
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Accurate and efficient P-values for rank-based independence tests with clustered data using a saddlepoint approximation [PDF]
Scientific ReportsAccurate statistical inference for clustered data—common in multi-center clinical trials and longitudinal studies—poses significant challenges due to within-cluster correlation. Rank-based tests like the logrank, Wilcoxon, and Datta-Satten are valued for
Haidy A. Newer
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Saddlepoint inference for rank-based k-sample tests in clustered survival trials [PDF]
Scientific ReportsStatistical inference for cluster randomized trials often involves complex derived endpoints, such as biomarker ratios or cumulative products, which significantly complicate the application of standard asymptotic theory.
Haidy A. Newer
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Uniform saddlepoint approximations for ratios of quadratic forms [PDF]
Bernoulli, 2008 Ratios of quadratic forms in correlated normal variables which introduce noncentrality into the quadratic forms are considered. The denominator is assumed to be positive (with probability 1).
Butler, Ronald W., Paolella, Marc S.
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Saddlepoint approximations for noncentral quadratic forms [PDF]
Econometric Theory, 1998 Many estimators and tests are of the form of a ratio of quadratic forms in normal variables. Excepting a few very special cases little is known about the density or distribution of these ratios, particularly if we allow for noncentrality in the quadratic
Marsh, P.W.N.
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Explaining the saddlepoint approximation [PDF]
, 1995 Saddlepoint approximations are powerful tools for obtaining accurate expressions for densities and distribution functions. \Ve give an elementary motivation and explanation of saddlepoint approximation techniques, stressing the connection with the ...
Casella, George, Goutis, Constantinos
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Saddlepoint approximations to option prices
Annals of Applied Probability, 1999 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
L C G Rogers
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Computation of the Distribution of the Sum of Independent Negative Binomial Random Variables
Mathematical and Computational Applications, 2023 The distribution of the sum of negative binomial random variables has a special role in insurance mathematics, actuarial sciences, and ecology. Two methods to estimate this distribution have been published: a finite-sum exact expression and a series ...
Marc Girondot, Jon Barry
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