Abstract
A nonstandard saddlepoint approximation to the distribution of a sum of Markov dependent trials is introduced. The relative error of the approximation is studied, not only for the number of summands tending to infinity, but also for the parameter approaching the boundary of its definition range. A comparison is made with another recent study of Markov dependent trials.
Citation
Jens Ledet Jensen. "On a saddlepoint approximation to the Markov binomial distribution." Braz. J. Probab. Stat. 27 (2) 150 - 161, May 2013. https://doi.org/10.1214/11-BJPS162
