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Statistical Methods in Medical Research
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Saddlepoint distribution function approximations in biostatistical inference

J E Kolassa

Department of Statistics, Rutgers University, Piscataway, USA, kolassa{at}stat.rutgers.edu

Applications of saddlepoint approximations to distribution functions are reviewed. Calculations are provided for marginal distributions and conditional distributions. These approximations are applied to problems of testing and generating confidence intervals, particularly in canonical exponential families.

Statistical Methods in Medical Research, Vol. 12, No. 1, 59-71 (2003)
DOI: 10.1191/0962280203sm316ra
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