ASYMPTOTIC TAIL PROPERTIES OF THE DISTRIBUTIONS IN THE CLASS OF DISPERSION MODELS?

摘要

The class of dispersion models introduced by J?rgensen covers many known distributions such as the normal, Student's t, gamma, inverse Gaussian, hyperbola, and von-Mises, among others. We study the small dispersion asymptotic behavior of the probability density functions of dispersion models which satisfy the uniformly convergent saddlepoint approximation. Our results extend those obtained by Finner, Dickhaus, and Roters.