Saddlepoint approximation for moments of random variables

In this paper, we introduce a saddlepoint approximation method for higher-order moments like E(S - a) (+) (m) , a > 0, where the random variable S in these expectations could be a single random variable as well as the average or sum of some i.i.d random variables, and a > 0 is a constant. Numerical results are given to show the accuracy of this approximation method.MathematicsSCI(E)中国科学引文数据库(CSCD)1ARTICLE61265-1284