Saddle point approximation for the distribution of the sum of independent random variables
Work
Year: 1980
Type: article
Abstract: In the present paper a uniform asymptotic series is derived for the probability distribution of the sum of a large number of independent random variables. In contrast to the usual Edgeworth-type serie... more
Source: Advances in Applied Probability
Authors R. Lugannani, Stephen A. Rice
Institution University of California, San Diego
Cites: 11
Cited by: 730
Related to: 10
FWCI: 1.017
Citation percentile (by year/subfield): 98.2
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze