Authors
Offer Lieberman
Publication date
1994/9/1
Journal
Journal of the American Statistical Association
Volume
89
Issue
427
Pages
924-928
Publisher
Taylor & Francis Group
Description
In this article, the saddlepoint approximations to the density and tail probability of a ratio of quadratic forms in normal variables are derived. A numerical exposition via the Durbin-Watson test statistic reveals several desirable features. The approximations, which involve only a limited number of computable functions, provide the practitioner with an accessible and a very powerful tool.
Total citations
Scholar articles
O Lieberman - Journal of the American Statistical Association, 1994