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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Saddlepoint approximation method ： ウィキペディア英語版 Saddlepoint approximation method The saddlepoint approximation method, initially proposed by Daniels (1954) is a specific example of the mathematical saddlepoint technique applied to statistics. It provides a highly accurate approximation formula for any PDF or probability mass function of a distribution, based on the moment generating function. There is also a formula for the CDF of the distribution, proposed by Lugannani and Rice (1980). == Definition == If the moment generating function of a distribution is written as $M(t)$ and the cumulant generating function as $K(t)\; =\; \backslash log(M(t))$ then the saddlepoint approximation to the PDF of a distribution is defined as: :$\backslash hat(x)\; =\; \backslash frac)\; -\; \backslash hatx)$ and the saddlepoint approximation to the CDF is defined as: :$\backslash hat(x)\; =\; \backslash begin\; \backslash Phi(\backslash hat)\; +\; \backslash phi(\backslash hat)(\backslash frac\; x\; \backslash neq\; \backslash mu\; \backslash \backslash$ \frac + \frac} & \text x = \mu \end where $\backslash hat$ is the solution to $K\text{'}(\backslash hat)\; =\; x$, $\backslash hat\; =\; \backslash sgnx\; -\; K(\backslash hat)\}$ and $\backslash hat\; =\; \backslash hat\backslash sqrt$ 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Saddlepoint approximation method」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.