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Oxford Statistical Science Ser.: Saddlepoint Approximations by Jens Ledet Jensen
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“Minor wear on corners. BR-005”
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Located in: Monessen, Pennsylvania, United States
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eBay item number:256521375473
Item specifics
- Condition
- Good
- Seller Notes
- “Minor wear on corners. BR-005”
- Subject
- Numerical Analysis, Probability & Statistics / General
- ISBN
- 9780198522959
- Subject Area
- Mathematics
- Publication Name
- Saddlepoint Approximations
- Publisher
- Oxford University Press, Incorporated
- Item Length
- 9.5 in
- Publication Year
- 1995
- Series
- Oxford Statistical Science Ser.
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Height
- 0.9 in
- Item Weight
- 22.5 Oz
- Item Width
- 6.4 in
- Number of Pages
- 348 Pages
About this product
Product Identifiers
Publisher
Oxford University Press, Incorporated
ISBN-10
0198522959
ISBN-13
9780198522959
eBay Product ID (ePID)
78231
Product Key Features
Number of Pages
348 Pages
Publication Name
Saddlepoint Approximations
Language
English
Publication Year
1995
Subject
Numerical Analysis, Probability & Statistics / General
Type
Textbook
Subject Area
Mathematics
Series
Oxford Statistical Science Ser.
Format
Hardcover
Dimensions
Item Height
0.9 in
Item Weight
22.5 Oz
Item Length
9.5 in
Item Width
6.4 in
Additional Product Features
Intended Audience
College Audience
LCCN
95-008354
Dewey Edition
23
Series Volume Number
16
Illustrated
Yes
Dewey Decimal
511.4
Table Of Content
1. Basic notions2. Saddlepoint approximations for i.i.d. sums3. Asymptotic expansions of integrals4. Transformations of the basic approximation5. Tests in exponential families6. Uniform saddlepoint approximations7. Compound sums8. Alternative approximations9. Markov chains10. Non-standard situationsAppendix: AlgorithmsList of symbolsReferences
Synopsis
During the last 15 years, there has been a systematic development of saddlepoint approximations. They give a highly accurate expression for the tail of a distribution, not only in the center but also for very small tail probabilities. Saddlepoint Approximations provides a complete account of this systematic development, giving worked out examples and comprehensive mathematical techniques for further research in the field. It will be most useful to researchers, students in statistics, and consulting statisticians., 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.
LC Classification Number
QA297.5.J46 1995
ebay_catalog_id
4
Copyright Date
1995
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:256521375473
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Monessen, Pennsylvania, United States
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