Skip to main content
eScholarship
Open Access Publications from the University of California

A Conditional Saddlepoint Approximation for Testing Problems

  • Author(s): Gatto, R
  • Jammalamadaka, SR
  • et al.
Abstract

A saddlepoint approximation is provided for the distribution function of one M statistic conditional on another M statistic. Many interesting statistics based on dependent quantities (e.g., spacings, multinomial frequencies, rank differences) can be expressed in terms of independent identically distributed random variables conditioned on their sum, so that this conditional saddlepoint approximation yields accurate approximations for the distribution of such statistics. This saddlepoint approximation can also be used in conditional testing, where nuisance parameters are eliminated by conditioning on sufficient statistics. © 1999 Taylor & Francis Group, LLC.

Many UC-authored scholarly publications are freely available on this site because of the UC Academic Senate's Open Access Policy. Let us know how this access is important for you.

Main Content
Current View