most citedAn Upper Bound on the Error Induced by Saddlepoint Approximations -- Applications to Information Theory

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

Dadja Anade, Jean-Marie Gorce, Philippe Mary +1

This paper introduces an upper bound on the absolute difference between: (a) the cumulative distribution function (CDF) of the sum of a finite number of independent and identically…