Journal of the Korean Data and Information Science Society
- Volume 9 Issue 2
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- Pages.255-262
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- 1998
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- 1598-9402(pISSN)
Saddlepoint approximations for the ratio of two independent sequences of random variables
Abstract
In this paper, we study the saddlepoint approximations for the ratio of independent random variables. In Section 2, we derive the saddlepoint approximation to the probability density function. In Section 3, we represent a numerical example which shows that the errors are small even for small sample size.