Saddlepoint Approximations with Applications by Ronald W. Butler
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Saddlepoint Approximations with Applications
By Ronald W. Butler

Saddlepoint Approximations with Applications

By (author) See other recent books by Ronald W. Butler
Series edited by R. Gill See other recent books by R. Gill See other recent books by Brian D. Ripley
Format: Hardback

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Saddlepoint Approximations with Applications by Ronald W. Butler

Book Description

Modern statistical methods use complex, sophisticated models that can lead to intractable computations. Saddlepoint approximations can be the answer. Written from the user's point of view, this book explains in clear language how such approximate probability computations are made, taking readers from the very beginnings to current applications. The core material is presented in chapters 1-6 at an elementary mathematical level. Chapters 7-9 then give a highly readable account of higher-order asymptotic inference. Later chapters address areas where saddlepoint methods have had substantial impact: multivariate testing, stochastic systems and applied probability, bootstrap implementation in the transform domain, and Bayesian computation and inference. No previous background in the area is required. Data examples from real applications demonstrate the practical value of the methods. Ideal for graduate students and researchers in statistics, biostatistics, electrical engineering, econometrics, and applied mathematics, this is both an entry-level text and a valuable reference.

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Book Details

ISBN: 9780521872508
ISBN-10: 0521872502
Format: Hardback
(253mm x 177mm x 32mm)
Pages: 578
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 16-Aug-2007
Country of Publication: United Kingdom

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Author Biography - Ronald W. Butler

Ronald W. Butler is Professor of Statistics at Colorado State University. His statistical work on prediction, likelihood methods, and saddlepoint methods is widely known. His more recent work concerns the study of complex stochastic systems, reliability, and survival analysis, with applications to electrical engineering and medical statistics. In applied mathematics, he has made important contributions to the approximation of hypergeometric functions with matrix and vector arguments.

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