AISM 54, 743-747
© 2002 ISM
(Received July 3, 2001; revised March 19, 2002)
Abstract. We repair numerical difficulties in applying saddlepoint tail probability approximations when the ordinate at which the approximation is evaluated is near the mean of the distribution approximated. These modifications apply to double saddlepoint approximations to conditional distributions as well.
Key words and phrases: Saddlepoint approximation, singularity.
Source (TeX , DVI )