A Saddlepoint approximation of the survival functions of a linear combination of I. I. D. Chi-square random variables

الملخص EN

In this study, we improve a saddlepoint approximation technique for the computation of survival function for some complicated statistics; such as, the linear combination of i.i.d.

Chi-square random variable.

The survival function is approximated using Lugannani and Rice formula based on the cumulant generating function.

Moreover, a numerical example is provided to prove the accuracy of this method compared with other methods of approximations, such as normal approximation.