The Approximation - Big Picture Saddlepoint for Sum of NBs Implementing the Approximation in Stan A Simple Baseline Eyeballing Masses Evaluating Performance Summing up Saddlepoint Approximations for Other Families I recently needed to find the distribution of sum of non-identical but independent negative binomial (NB) random variables. Although for some special cases the sum is itself NB, analytical solution is not feasible in the general case.