Saddle point approximation for the distribution of the sum of independent random variables

Authors
Lugannani Robert Rice Stephen
Citation
Lugannani Robert et Rice Stephen, Saddle point approximation for the distribution of the sum of independent random variables, Advances in applied probability , 12(2), 1980, pp. 475-490
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
12
Issue
2
Year of publication
1980
Pages
475 - 490
Database
ACNP
SICI code