A Saddlepoint approximation of the survival functions of a linear combination of I. I. D. Chi-square random variables
Other Title(s)
التقريب بطريقة نقطة السرج Saddlepoint لتركيبة خطية من متغيرات مربع توزيع كاي المستقلة
Author
Source
Journal of the North for Basic and Applied Sciences
Issue
Vol. 5, Issue 1 (31 May. 2020), pp.70-81, 12 p.
Publisher
Northern Border University Scientific Publishing Center
Publication Date
2020-05-31
Country of Publication
Saudi Arabia
No. of Pages
12
Main Subjects
Abstract 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.
American Psychological Association (APA)
al-Mutayri, Alya. 2020. A Saddlepoint approximation of the survival functions of a linear combination of I. I. D. Chi-square random variables. Journal of the North for Basic and Applied Sciences،Vol. 5, no. 1, pp.70-81.
https://search.emarefa.net/detail/BIM-1253978
Modern Language Association (MLA)
al-Mutayri, Alya. A Saddlepoint approximation of the survival functions of a linear combination of I. I. D. Chi-square random variables. Journal of the North for Basic and Applied Sciences Vol. 5, no. 1 (May. 2020), pp.70-81.
https://search.emarefa.net/detail/BIM-1253978
American Medical Association (AMA)
al-Mutayri, Alya. A Saddlepoint approximation of the survival functions of a linear combination of I. I. D. Chi-square random variables. Journal of the North for Basic and Applied Sciences. 2020. Vol. 5, no. 1, pp.70-81.
https://search.emarefa.net/detail/BIM-1253978
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 80-81
Record ID
BIM-1253978
