An Upper Bound on the Error Induced by Saddlepoint Approximations—Applications to Information Theory †

This paper introduces an upper bound on the absolute difference between: [Formula: see text] the cumulative distribution function (CDF) of the sum of a finite number of independent and identically distributed random variables with finite absolute third moment; and [Formula: see text] a saddlepoint a...

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Detalles Bibliográficos
Autores principales: Anade, Dadja, Gorce, Jean-Marie, Mary, Philippe, Perlaza, Samir M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517223/
https://www.ncbi.nlm.nih.gov/pubmed/33286462
http://dx.doi.org/10.3390/e22060690

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517223/
https://www.ncbi.nlm.nih.gov/pubmed/33286462
http://dx.doi.org/10.3390/e22060690

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