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Saddlepoint Method to Cumulative Distribution Function for Poisson-Binomial Model

Author

Listed:
  • Al Mutairi O.
  • Heng Low

Abstract

The randm sum distribution plays an important key in statistical science as well as with insurance program, biotechnology and applied medical science. Saddlepoint methods are considered to be random sum variables with dependent elements supposing presence of the Moment Generation Function (MGF). Saddlepoint methods are influential instruments for getting precise terms for distribution functions in closed form. However, the paper also, discusses the Saddlepoint methods to the Cumulative Distribution Function (CDF) for Poisson-Binomial model in discrete form.

Suggested Citation

  • Al Mutairi O. & Heng Low, 2013. "Saddlepoint Method to Cumulative Distribution Function for Poisson-Binomial Model," Modern Applied Science, Canadian Center of Science and Education, vol. 7(6), pages 101-101, June.
    • Handle: RePEc:ibn:masjnl:v:7:y:2013:i:6:p:101
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    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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