2014
DOI: 10.1111/stan.12051
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A saddlepoint approximation to the distribution of the sum of independent non‐identically beta random variables

Abstract: The exact distribution of the sum of more than two independent beta random variables has not been known. Even in terms of approximations, only the normal approximation is known for the sum. Motivated by Murakami [Statistica Neerlandica, 2014, doi:10.1111/stan.12032], we derive here a saddlepoint approximation for the distribution of sum. An extensive simulation study shows that it always performs better than the normal approximation.

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Cited by 8 publications
(4 citation statements)
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“…From the equation listed above, the approximation of prevalence involves the sum of multiple variables from different beta distributions, since * follows a beta distribution. Empirically, we use a normal distribution to approximate the distribution of the sum of beta variables 35 . Therefore, the posterior of the prevalence would follows a chi-square distribution with the degree of freedom being 1 and a non-central parameter.…”
Section: Posterior Estimation Of Disease Prevalencementioning
confidence: 99%
“…From the equation listed above, the approximation of prevalence involves the sum of multiple variables from different beta distributions, since * follows a beta distribution. Empirically, we use a normal distribution to approximate the distribution of the sum of beta variables 35 . Therefore, the posterior of the prevalence would follows a chi-square distribution with the degree of freedom being 1 and a non-central parameter.…”
Section: Posterior Estimation Of Disease Prevalencementioning
confidence: 99%
“…From the equation listed above, the approximation of prevalence involves the sum of multiple variables from different beta distributions, since * follows a beta distribution. Empirically, we use a normal distribution to approximate the distribution of the sum of beta variables 35 Therefore, the posterior of the prevalence would follows a chi-square distribution with the degree of freedom being 1 and a non-central parameter. Using to denote the approximation term for disease prevalence ( * ) @ , we can get…”
Section: Posterior Estimation Of Disease Prevalencementioning
confidence: 99%
“…( 7) or ( 8), then the pdf of K = N i K i can be determined from statistical theory. No such distribution for beta-distributed variates exists for N > 2 [17]; however, for the gamma distribution, this is pdf…”
mentioning
confidence: 99%