On bounds for the mode and median of the generalized hyperbolic and related distributions

DOI10.1016/j.jmaa.2020.124508zbMath1466.60024arXiv2002.01884OpenAlexW3048367278WikidataQ115570237 ScholiaQ115570237MaRDI QIDQ2208273

Robert E. Gaunt, Milan J. Merkle

Publication date: 23 October 2020

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.01884

zbMATH Keywords

inequalitymedianmodegeneralized hyperbolic distributionvariance-gamma distributionMcKay type I distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Related Items

Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances ⋮ The basic distributional theory for the product of zero mean correlated normal random variables

Uses Software

• DLMF

Cites Work

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