General Saddlepoint Approximations with Applications to L-Statistics.

Abstract

Saddlepoint approximations are extended to general statistics. The technique is applied to derive approximations to the density of linear combinations of order statistics, including trimmed means. A comparison with exact results shows the accuracy of these approximations even in very small sample sizes. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1984
Accession Number
ADA150073

Entities

People

  • E. Ronchetti
  • G. S. Easton

Organizations

  • Princeton University

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Accuracy
  • Asymptotic Normality
  • Data Analysis
  • Data Science
  • Distribution Functions
  • Equations
  • Errors
  • Estimators
  • Information Science
  • Integrals
  • Monte Carlo Method
  • New York
  • Normal Distribution
  • Observation
  • Order Statistics
  • Random Variables
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.