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Edgeworth Expansion and Saddle Point Approximation for Discrete Data with Application to Chance Games
Linnaeus University, Faculty of Science and Engineering, School of Computer Science, Physics and Mathematics.
2010 (English)Independent thesis Advanced level (degree of Master (Two Years)), 30 credits / 45 HE creditsStudent thesis
Abstract [en]

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

Place, publisher, year, edition, pages
2010. , p. 45
Keywords [en]
Edgeworth expansion, Lattice random variables, Saddle point approximation
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:lnu:diva-8681OAI: oai:DiVA.org:lnu-8681DiVA, id: diva2:353644
Presentation
2010-06-29, D1172, 10:15 (English)
Uppsok
Physics, Chemistry, Mathematics
Supervisors
Examiners
Available from: 2010-09-28 Created: 2010-09-28 Last updated: 2010-09-28Bibliographically approved

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Edgeworth expansion and Saddle point approximation(458 kB)1455 downloads
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Citation style
  • apa
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  • de-DE
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  • nn-NB
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  • Other locale
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Output format
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