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Saddlepoint Approximations on Hardback by Jens L. Jensen
Saddlepoint Approximations on Hardback by Jens L. Jensen
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Saddlepoint Approximations

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Description

Although introduced more than 60 years ago it is only during the last 15 years that there has been a systematic development of saddlepoint approximations. These approximations give a highly accurate expression for the tail of a distribution, not only in the centre of the distribution but also for very small tail probabilities. The price for this is a more cumbersome formula, the evaluation of which sometimes requires the use of a small personal computer. This book explains the ideas behind the saddlepoint approximations as well as giving a detailed mathematical description of the subject. The emphasis is two- fold. One is on popularizing the formulae through many worked out and ready to use examples. The second is on giving a comprehensive mathematical background for further research in the field. Some of the major subjects treated are uniformity of the approximations, tests in exponential families, and compound sums with applications in insurance mathematics.
Release date NZ
May 11th, 1995
Audience
  • Professional & Vocational
Illustrations
line illustrations, tables
Pages
348
Dimensions
162x241x24
ISBN-13
9780198522959
Product ID
2394633

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