A uniform asymptotic expansion for weighted sums of exponentials

DOI10.1016/j.spl.2011.05.013zbMath1245.62010OpenAlexW2066715045MaRDI QIDQ643217

Nico M. Temme, Johan S. H. van Leeuwaarden

Publication date: 28 October 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.05.013

zbMATH Keywords

Gumbel distributionAsymptotic analysisKolmogorov distributionExponential random variablesSaddle point approximations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (3)

Influence of environmental factors on stress-strength systems with replaceable components ⋮ On the estimation of parameter of weighted sums of exponential distribution ⋮ On sequential selection and a first passage problem for the Poisson process

Uses Software

• DLMF

Cites Work

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• The Asymptotic Expansion of the Incomplete Gamma Functions
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• An Explicit Representation of a Stationary Gaussian Process

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