On the Approximation of Saddlepoint Expansions in Statistics
研究了鞍点近似在统计和计量经济学中的应用条件，提出了一种便捷的近似方法，并以Durbin-Watson检验统计量为例进行说明。
The saddlepoint approximation as developed by Daniels [3] is an extremely accurate method for approximating probability distributions. Econometric and statistical applications of the technique to densities of statistics of interest are often hindered by the requirements of explicit knowledge of the c.g.f. and the need to obtain an analytical solution to the saddlepoint defining equation. In this paper, we show the conditions under which any approximation to the saddlepoint is justified and suggest a convenient solution. We illustrate with an approximate saddlepoint expansion of the Durbin-Watson test statistic.