Uniform error bounds for a continuous approximation of non-negative random variables

被引：2

作者：

Sanguesa, Carmen ^{[1
]}

机构：

[1] Univ Zaragoza, Fac Ciencias, Dept Metodos Estadist, E-50009 Zaragoza, Spain

来源：

BERNOULLI | 2010年 / 16卷 / 02期

关键词：

gamma distribution; Laplace transform; phase-type distribution; uniform distance; GAMMA; DISTRIBUTIONS; INEQUALITIES; MIXTURES;

D O I：

10.3150/09-BEJ209

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this work, we deal with approximations for distribution functions of non-negative random variables. More specifically, we construct continuous approximants using an acceleration technique over a well-know inversion formula for Laplace transforms. We give uniform error bounds using a representation of these approximations in terms of gamma-type operators. We apply our results to certain mixtures of Erlang distributions which contain the class of continuous phase-type distributions.

引用

页码：561 / 584

页数：24

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