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During the last 15 years, there has been a systematic development of saddlepoint approximations. They give a highly accurate expression for the tail of a distribution, not only in the center but also for very small tail probabilities. Saddlepoin[...]
Mention d'édition : reprint ISBN/ISSN/EAN : 978-0-19-852295-9 Article en page(s) : XII, 332 Index. décimale : 519.22 Tags : Method of steepest descent (Numerical analysis) Langues: Anglais