ON THE ACCURACY OF APPROXIMATION OF THE DISTRIBUTION OF NEGATIVE-BINOMIAL RANDOM SUMS BY THE GAMMA DISTRIBUTION

被引:8
|
作者
Tran Loc Hung [1 ]
Tran Ngoc Hau [2 ]
机构
[1] Univ Finance & Mkt, 2-4 Tran Xuan Soan St,Dist 7, Ho Chi Minh City, Vietnam
[2] Ho Chi Minh City Univ Transport, 2,D3 St, Ho Chi Minh City, Vietnam
关键词
gamma distribution; negative-binomial random sums; Trotter's distance; RATES; CONVERGENCE; THEOREMS;
D O I
10.14736/kyb-2018-5-0921
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
The main goal of this paper is to study the accuracy of approximation for the distributions of negative-binomial random sums of independent, identically distributed random variables by the gamma distribution.
引用
收藏
页码:921 / 936
页数:16
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