Journal of the Korean Data and Information Science Society
- Volume 19 Issue 2
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- Pages.497-504
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- 2008
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- 1598-9402(pISSN)
Saddlepoint Approximation to Quadratic Form and Application to Intraclass Correlation Coefficient
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Na, Jong-Hwa
(Dept. of Information and Statistics, Chungbuk National University)
- Published : 2008.04.30
Abstract
In this paper we studied the saddlepoint approximations to the distribution of quadratic forms in normal variables. We derived the approximations as a special case of Na & Kim (2005). Also applications to a statistic which concerns intraclass correlation coefficient are presented. Simulations show the accuracy and availability of the suggested approximations.
Keywords
- Cumulant Generating Function;
- Edgeworth Approximation;
- Intraclass Correlation;
- Quadratic Form;
- Saddlepoint Approximation