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Saddlepoint approximation method
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<p>The saddlepoint approximation method, initially proposed by <a href="/facts/Henry_Daniels_(statistician)/7RRwJpCo">Daniels</a> (1954) is a specific example of the mathematical <a href="/facts/Method_of_steepest_descent/C6E59y70"> saddlepoint </a> technique applied to <a href="/facts/Statistics/DNPsKGYU">statistics</a>, in particular to the distribution of the sum of N {\displaystyle N} independent random variables. It provides a highly accurate approximation formula for any <a href="/facts/Probability_density_function/zvfybna4">PDF</a> or probability mass function of a distribution, based on the <a href="/facts/Moment-generating_function/eTmk43QU">moment generating function</a>. There is also a formula for the <a href="/facts/Cumulative_distribution_function/WaKU8tp4"> CDF </a> of the distribution, proposed by Lugannani and Rice (1980). </p>