Saddlepoint Approximations with Applications - Cambridge Series in Statistical and Probabilistic Mathematics 22 (Hardback)
  • Saddlepoint Approximations with Applications - Cambridge Series in Statistical and Probabilistic Mathematics 22 (Hardback)
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Saddlepoint Approximations with Applications - Cambridge Series in Statistical and Probabilistic Mathematics 22 (Hardback)

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£99.99
Hardback 578 Pages / Published: 16/08/2007
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Modern statistical methods use complex, sophisticated models that can lead to intractable computations. Saddlepoint approximations can be the answer. Written from the user's point of view, this book explains in clear language how such approximate probability computations are made, taking readers from the very beginnings to current applications. The core material is presented in chapters 1-6 at an elementary mathematical level. Chapters 7-9 then give a highly readable account of higher-order asymptotic inference. Later chapters address areas where saddlepoint methods have had substantial impact: multivariate testing, stochastic systems and applied probability, bootstrap implementation in the transform domain, and Bayesian computation and inference. No previous background in the area is required. Data examples from real applications demonstrate the practical value of the methods. Ideal for graduate students and researchers in statistics, biostatistics, electrical engineering, econometrics, and applied mathematics, this is both an entry-level text and a valuable reference.

Publisher: Cambridge University Press
ISBN: 9780521872508
Number of pages: 578
Weight: 1210 g
Dimensions: 253 x 177 x 32 mm


MEDIA REVIEWS
'The prose is clear, conversational, and occasionally enlivened with wry humour. The overall impression is of great readability. The author has set out to make saddlepoint approximations more accessible to the reader, aiming to simplify and clarify the sometimes turgid literature, and has succeeded admirably.' Journal of Applied Statistics
'Today this is perhaps the most powerful method used in statistical theory and practice. ... This big book with its big coverage of a big topic is a big addition to the big Cambridge series.' Journal of the Royal Statistical Society

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