Saddlepoint Approximations

Written by one of the leading researchers in the field, this book provides a detailed and comprehensive account of a topic which is growing in importance in the field of statistical research. Saddlepoint approximations give a highly accurate expression for the tail of a distribution, in both the centre of the distribution and also for very small tail probabilities. Jensen explains the ideas behind these approximations, and provides a detailed mathematical description of the subject. Many worked out and ready to use exmaples are included, and the comprehensive mathematical background will prepare graduates and researchers for further research in the field.