Saddlepoint Approximation for Multivariate Cumulative Distribution Functions and Probability Computations in Sampling Theory and Outlier Testing
多元累积分布函数的鞍点近似及其抽样与离群检验应用
Four multivariate distributions commonly arise in sampling theory: the multinomial, multivariate hypergeometric, Dirichlet, and multivariate Pólya distributions. Second-order saddlepoint approximations are given for approximating these multivariate cumulative distribution functions (cdf's) in their most general settings. Probabilities of rectangular regions associated with these cdf's are also approximated directly using second-order saddlepoint methods. All the…