Journal of the Japan Statistical Society, Japanese Issue
Online ISSN : 2189-1478
Print ISSN : 0389-5602
ISSN-L : 0389-5602
Articles
The sp-transform of Probability Distributions
Hiroyuki Takeuchi
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2015 Volume 45 Issue 1 Pages 19-40

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Abstract
Takeuchi (2013) showed that the saddlepoint uniquely determines its distribution under the existence of the analytic characteristic functions. In this paper we shall express the saddlepoint as an envelope (sp-curve) on the statistical model manifold ℳ of the normal distributions. The length of the sp-curve on ℳ is shown to be not depending on the coordinates, and is crucial for the asymptotic normality of the standardized sample mean. The sp-transform is defined to get the sp-curves, and is shown to be bijective. With using this property, we can say that any distribution which has saddlepoint can be generated by a family of the normal distributions.
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© 2015 Japan Statistical Society
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