Buch, Englisch, Band 16, 348 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 687 g
Buch, Englisch, Band 16, 348 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 687 g
Reihe: Oxford Statistical Science Series
ISBN: 978-0-19-852295-9
Verlag: OUP Oxford
Written by one of the leading researchers in the field, this book provides a detailed and comprehensive account of a topic which is growing in importance in the field of statistical research. Saddlepoint approximations give a highly accurate expression for the tail of a distribution, in both the centre of the distribution and also for very small tail probabilities. Jensen explains the ideas behind these approximations, and provides a detailed mathematical description of the subject.
Many worked out and ready to use exmaples are included, and the comprehensive mathematical background will prepare graduates and researchers for further research in the field.
Although introduced more than 60 years ago it is only during the last 15 years that there has been a systematic development of saddlepoint approximations. These approximations give a highly accurate expression for the tail of a distribution, not only in the centre of the distribution but also for very small tail probabilities. The price for this is a more cumbersome formula, the evaluation of which sometimes requires the use of a small personal computer. This book explains the ideas behind the saddlepoint approximations as well as giving a detailed mathematical description of the subject. The emphasis is two- fold. One is on popularizing the formulae through many worked out and ready to use examples. The second is on giving a comprehensive mathematical background for further research in the field. Some of the major subjects treated are uniformity of the approximations, tests in exponential families, and compound sums with applications in insurance mathematics.
