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Saddle point approximation
Descriptive
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Text
TitleInfo
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Title
Saddle point approximation
SubTitle
PartName
PartNumber
NonSort
Identifier
ETD_1503
Identifier
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http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000051043
Language
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eng
Genre
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theses
Subject
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Topic
Statistics and Biostatistics
Subject
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(authority = ETD-LCSH)
Topic
Approximation theory
Abstract
We extend known saddlepoint tail probability approximations to multivariate cases, including multivariate conditional cases. Our first approximation applies to both continuous and lattice variables, and requires the existence of a cumulant generating function. The method is applied to some examples, including a real data set from a case-control study of
endometrial cancer. The method contains less terms, is easier to implement than existing methods, and shows an accuracy comparable to that of existing methods. The drawback of the first method is that
the coefficient for the main term is not 1, and therefore it may be hard to show the reflexivity property which in general does not hold, because the route of path of the integral used in the saddlepoint method has to have positive real part. Our second method uses a different approach for the main term. We show that in the bivariate case, the reflexivity property holds. We applies the method to a three dimensional example, and our method demonstrates better accuracy than the normal approximation.
endometrial cancer. The method contains less terms, is easier to implement than existing methods, and shows an accuracy comparable to that of existing methods. The drawback of the first method is that
the coefficient for the main term is not 1, and therefore it may be hard to show the reflexivity property which in general does not hold, because the route of path of the integral used in the saddlepoint method has to have positive real part. Our second method uses a different approach for the main term. We show that in the bivariate case, the reflexivity property holds. We applies the method to a three dimensional example, and our method demonstrates better accuracy than the normal approximation.
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electronic resource
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v, 62 p.
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Note
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Ph.D.
Note
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Includes bibliographical references (p. 60-61)
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by Jixin Li
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Li
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Jixin
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Jixin Li
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Kolassa
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John
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chair
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Advisory Committee
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John E. Kolassa
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Xie
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Minge
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Advisory Committee
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Minge Xie
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Hoover
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Donald
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Donald R. Hoover
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Ohman-Strickland
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Pamela
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outside member
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Advisory Committee
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Pamela Ohman-Strickland
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Rutgers University
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degree grantor
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Graduate School - New Brunswick
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school
OriginInfo
DateCreated
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2009
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2009-01
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NjNbRU
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Title
Rutgers University Electronic Theses and Dissertations
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ETD
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(type = host)
TitleInfo
Title
Graduate School - New Brunswick Electronic Theses and Dissertations
Identifier
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rucore19991600001
Identifier
(type = doi)
doi:10.7282/T37D2VCF
Genre
(authority = ExL-Esploro)
ETD doctoral
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The author owns the copyright to this work.
Copyright
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Copyright protected
Availability
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Open
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Permission or license
Detail
Non-exclusive ETD license
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Author Agreement License
Detail
I hereby grant to the Rutgers University Libraries and to my school the non-exclusive right to archive, reproduce and distribute my thesis or dissertation, in whole or in part, and/or my abstract, in whole or in part, in and from an electronic format, subject to the release date subsequently stipulated in this submittal form and approved by my school. I represent and stipulate that the thesis or dissertation and its abstract are my original work, that they do not infringe or violate any rights of others, and that I make these grants as the sole owner of the rights to my thesis or dissertation and its abstract. I represent that I have obtained written permissions, when necessary, from the owner(s) of each third party copyrighted matter to be included in my thesis or dissertation and will supply copies of such upon request by my school. I acknowledge that RU ETD and my school will not distribute my thesis or dissertation or its abstract if, in their reasonable judgment, they believe all such rights have not been secured. I acknowledge that I retain ownership rights to the copyright of my work. I also retain the right to use all or part of this thesis or dissertation in future works, such as articles or books.
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378880
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