Saddlepoint Approximation for the Distribution of a Ratio of Quadratic Forms in Normal Variables
Offer Lieberman · Journal of the American Statistical Association · 1994
In this article, the saddlepoint approximations to the density and tail probability of a ratio of quadratic forms in normal variables are derived. A numerical exposition via the Durbin-Watson test statistic reveals several desirable features. The approximations, which involve only a limited number of computable functions, provide the practitioner with an accessible and a very powerful tool.