The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula

DOI10.1080/03610918.2018.1496254OpenAlexW2905688401MaRDI QIDQ5088046

Lucio Barabesi

Publication date: 4 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1496254

zbMATH Keywords

Brownian motionPost-Widder formulatempered positive Linnik lawTweedie lawWynn's \(\rho\)-algorithm

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Tempered positive Linnik processes and their representations

Uses Software

• ML

Cites Work

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