Saddlepoint approximations for the sum of independent non-identically distributed binomial random variables

被引：7

作者：

Eisinga, Rob ^{[1
]}

Te Grotenhuis, Manfred ^{[1
]}

Pelzer, Ben ^{[1
]}

机构：

[1] Radboud Univ Nijmegen, NL-6500 HE Nijmegen, Netherlands

来源：

STATISTICA NEERLANDICA | 2013年 / 67卷 / 02期

关键词：

sum of non-identical binomial variables; saddlepoint approximation; DISCRETE RANDOM-VARIABLES; CONVOLUTION;

D O I：

10.1111/stan.12002

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：190 / 201

页数：12

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