Essays about: "Edgeworth expansion"

Found 1 essay containing the words Edgeworth expansion.

  1. 1. Edgeworth Expansion and Saddle Point Approximation for Discrete Data with Application to Chance Games

    University essay from Institutionen för datavetenskap, fysik och matematik, DFM

    Author : Rani Basna; [2010]
    Keywords : Edgeworth expansion; Lattice random variables; Saddle point approximation;

    Abstract : We investigate mathematical tools, Edgeworth series expansion and the saddle point method, which are approximation techniques that help us to estimate the distribution function for the standardized mean of independent identical distributed random variables where we will take into consideration the lattice case. Later on we will describe one important application for these mathematical tools where game developing companies can use them to reduce the amount of time needed to satisfy their standard requests before they approve any game . READ MORE