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February 1996 Higher-order approximations to conditional distribution functions
John E. Kolassa
Ann. Statist. 24(1): 353-364 (February 1996). DOI: 10.1214/aos/1033066213


This paper derives higher-order terms in the double-saddlepoint expansion of Skovgaard for a unidimensional conditional cumulative distribution function. Expansions for continuous and lattice random variables are derived. Results are applied to the sufficient statistic in logistic regression.


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John E. Kolassa. "Higher-order approximations to conditional distribution functions." Ann. Statist. 24 (1) 353 - 364, February 1996.


Published: February 1996
First available in Project Euclid: 26 September 2002

zbMATH: 0897.62016
MathSciNet: MR1389894
Digital Object Identifier: 10.1214/aos/1033066213

Primary: 62E20
Secondary: 60E99

Keywords: conditional probability , hypergeometric distribution , lattice variable , tail probability

Rights: Copyright © 1996 Institute of Mathematical Statistics

Vol.24 • No. 1 • February 1996
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