Continuity corrections for integer-valued saddlepoint approximations

Thomas Fung and John Robinson

Statistics & Probability Letters, 2006, vol. 76, issue 14, 1465-1469

Abstract: Continuity corrections do not always give a more accurate approximation in the tail area of integer-valued random variables. By studying the relative error, we can compare tail area approximation with and without continuity corrections.

Keywords: Lugannani; and; Rice; formula; Continuity; corrections; Relative; errors; Tail; area; approximations (search for similar items in EconPapers)
Date: 2006
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