Bivariate stopped-sum distributions using saddlepoint methods
Abd-elfattah, Ehab;
Abstract
This paper introduces the bivariate saddlepoint approximations of the cumulative distribution function to bivariate stopped-sum distributions class in continuous and discrete settings. We discuss approximations to bivariate stopped-sum random vectors with dependent components assuming existence of the joint moment generating function. Special attention is given to Poisson stopped-sum family. Numerical examples of continuous and discrete distributions from the Poisson stopped-sum family are presented. © 2008 Elsevier B.V. All rights reserved.
Other data
| Title | Bivariate stopped-sum distributions using saddlepoint methods | Authors | Abd-elfattah, Ehab | Issue Date | 2008 | Journal | Statistics & Probability Letters | DOI | 13 https://api.elsevier.com/content/abstract/scopus_id/49849096313 1857 78 10.1016/j.spl.2008.01.052 |
Scopus ID | 2-s2.0-49849096313 |
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