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Biometrika 1979 66(3):597-604; doi:10.1093/biomet/66.3.597
© 1979 by Biometrika Trust
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Approximating conditional distributions by the mixed Edgeworth-saddlepoint expansion

BO V. PEDERSEN

Department of Theoretical Statistics, University of Aarhus Denmark

Conditional density and distribution functions can be approximated by the mixed Edgeworth-saddlepoint expansion. This technique is briefly described, and its use and character are illustrated by three examples concerning miscellaneous exponential families of order two.

Key Words: Conditional inference • Edgeworth expansion • Exponential family • Saddlepoint approximation


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