Uniform error bounds for a continuous approximation of non-negative random variables
From MaRDI portal
Publication:453280
DOI10.3150/09-BEJ209zbMath1248.60025arXiv1010.2066MaRDI QIDQ453280
Publication date: 19 September 2012
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.2066
Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (2)
On the approximation of functions satisfying defective renewal equations ⋮ On the Minimal Value in Maier's Property Concerning Phase-Type Distributions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Error bounds in approximations of random sums using gamma-type operators
- On the uniform convergence of normalized Poisson mixtures to their mixing distribution
- Recursive evaluation of aggregate claims distributions.
- Some completely monotonic functions involving polygamma functions and an application
- Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation
- The algebraic construction of phase-type distributions
- Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- Phase-type distributions: open problems and a few properties
- Approximating gamma distributions by normalized negative binomial distributions
- Numerical Inversion of Laplace Transforms of Probability Distributions
- An operational calculus for probability distributions via Laplace transforms
- On some inequalities for the gamma and psi functions
This page was built for publication: Uniform error bounds for a continuous approximation of non-negative random variables