Please use this identifier to cite or link to this item: https://doi.org/10.1080/03610920802521224
Title: Saddlepoint approximation for sample quantiles with some applications
Authors: Zhu, J.
Zhou, W. 
Keywords: Empirical likelihood
Saddlepoint approximation
Sample quantile
Issue Date: Jan-2009
Citation: Zhu, J., Zhou, W. (2009-01). Saddlepoint approximation for sample quantiles with some applications. Communications in Statistics - Theory and Methods 38 (13) : 2241-2250. ScholarBank@NUS Repository. https://doi.org/10.1080/03610920802521224
Abstract: In this article, we use the integral form of the binomial distribution to derive saddlepoint approximations for sample quantiles. As an application, we present the calculation of the tail probability of the empirical log-likelihood ratio statistic for quantiles. Simulation results are also given to show that our approximations are extremely accurate.
Source Title: Communications in Statistics - Theory and Methods
URI: http://scholarbank.nus.edu.sg/handle/10635/105343
ISSN: 03610926
DOI: 10.1080/03610920802521224
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