Saddlepoint Approximations for Stopped-Sum Distributions
Alhejaili, Amal D.; Abd-elfattah, Ehab;
Abstract
One of the common used classes of distributions is the stopped-sum class. This class includes Hermite distribution, Polya-Aeppli distribution, Poisson- Gamma distribution, and Neyman type A. This article introduces the saddlepoint approximations to the stopped-sum class in continuous and discrete settings. We discuss approximations for mass/density and cumulative distribution functions of stopped-sum distributions. Examples of continuous and discrete distributions from the Poisson stopped-sum class are presented. Comparisons between saddlepoint approximations and the exact calculations show the great accuracy of the saddlepoint methods. Copyright © Taylor & Francis Group, LLC.
Other data
Title | Saddlepoint Approximations for Stopped-Sum Distributions | Authors | Alhejaili, Amal D. ; Abd-elfattah, Ehab | Issue Date | 2013 | Journal | Communications in Statistics - Theory and Methods | DOI | 20 https://api.elsevier.com/content/abstract/scopus_id/84884477870 3735 42 10.1080/03610926.2011.636857 |
Scopus ID | 2-s2.0-84884477870 |
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