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math.ST2008★ 24 cited
Uniform saddlepoint approximations for ratios of quadratic forms
Ronald W. Butler, Marc S. Paolella
Ratios of quadratic forms in correlated normal variables which introduce noncentrality into the quadratic forms are considered. The denominator is assumed to be positive (with prob…
math.ST2005
Saddlepoint approximation for moment generating functions of truncated random variables
Ronald W. Butler, Andrew T. A. Wood
We consider the problem of approximating the moment generating function (MGF) of a truncated random variable in terms of the MGF of the underlying (i.e., untruncated) random variab…