Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Tail Probability Approximations for the Ratio of two Independent Sequences of Random Variables

  • Published : 1999.10.31
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Abstract

In this paper, we study the saddlepoint approximations for the ratio of two independent sequences of random variables. In Section 2, we review the saddlepoint approximation to the probability density function. In section 3, we derive an saddlepoint approximation formular for the tail probability by following Daniels'(1987) method. In Section 4, we represent a numerical example which shows that the errors are small even for small sample size.

Keywords

References

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