期刊名称：International Journal of Statistics and Probability
印刷版ISSN：1927-7032
电子版ISSN：1927-7040
出版年度：2015
卷号：4
期号：1
页码：1
DOI：10.5539/ijsp.v4n1p1
出版社：Canadian Center of Science and Education
摘要：Improved density approximations are obtained by applying certain moment based polynomial adjustments to the saddlepoint approximation. The proposed technique relies on the saddlepoint approximation to the distribution function of a continuous random variable as well. Additionally, a hybrid density estimate is being introduced. Rational functions are also utilized as adjustments. Several numerical examples reveal that, overall, the methodologies that are advocated in this paper consistently produce more accurate distributional approximations.
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