Published Online: 15 JUL 2005
Copyright © 2005 John Wiley & Sons, Ltd
Encyclopedia of Biostatistics
How to Cite
Kolassa, J. E. 2005. Saddlepoint Approximation. Encyclopedia of Biostatistics. 4.
- Published Online: 15 JUL 2005
Saddlepoint approximations are asymptotic approximations to the density or tail-area probability of a statistic. The basic result, using the cumulant generating function for a univariate random variable, may be generalized to apply to random vectors and developed to deal with tail probabilities, conditional distributions, and discrete random variables.