Saddlepoint methods present a convenient way to approximate probabilities associated with canonical sufficient statistic vectors in generalized linear models. Implementing saddlepoint approximations requires calculating maximum likelihood estimators for the associated parameters. When the...

Hettmansperger (1984) quotes a result showing that the distribution function of the Wilcoxon signed rank statistic is approximated by the usual Edgeworth series using the first four cumulants, to 0(n-1). In light of standard Edgeworth series results for random variables confined to a lattice,...