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Saddlepoint Approximation for Moments of Random Variables
Saddlepoint Approximation Higher moments Sums of i.i.d.ran- dom variables
2016/1/19
In this paper we introduce a saddlepoint approximation method for higher-order moments like E(S − a) m+ ,a > 0, where the random variable S in these expectations could be a single random variabl...
Testing for independence: Saddlepoint approximation to associated permutation distributions
Independence tests linear rank test permutation distribution saddlepoint approximation
2009/9/16
One of the most popular class of tests for independence between two random variables is the general class of rank statistics which are invariant under permutations. This class contains Spearman's coef...