Download EBOOK Saddlepoint Approximations with Applications PDF for free
 
Category: Science & Geography
The author of the book: Ronald W. Butler
Format files: PDF, EPUB, TXT, DOCX
The size of the: 349 KB
Language: English
ISBN13: 9780521872508
Edition: CAMBRIDGE UNIVERSITY PRESS
Date of issue: 27 August 2007

Description of the book "Saddlepoint Approximations with Applications":
Modern statistical methods use complex, sophisticated models that can lead to intractable computations. Saddlepoint approximations can be the answer. Written from the user's point of view, this book explains in clear language how such approximate probability computations are made, taking readers from the very beginnings to current applications. The core material is presented in chapters 16 at an elementary mathematical level. Chapters 79 then give a highly readable account of higherorder asymptotic inference. Later chapters address areas where saddlepoint methods have had substantial impact: multivariate testing, stochastic systems and applied probability, bootstrap implementation in the transform domain, and Bayesian computation and inference PDF. No previous background in the area is required. Data examples from real applications demonstrate the practical value of the methods. Ideal for graduate students and researchers in statistics, biostatistics, electrical engineering, econometrics, and applied mathematics, this is both an entrylevel text and a valuable reference.
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Ronald W. Butler
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