SADDLEPOINT APPROXIMATIONS FOR LINEAR COMBINATION AND GENERALIZATION OF NORMAL-LAPLACE DISTRIBUTION

被引：0

作者：

Alahmadi, Shatha A. ^{[1
]}

Abd-Elfattah, Ehab F. ^{[2
]}

机构：

[1] Taibah Univ, Madinah, Saudi Arabia

[2] Ain Shams Univ, Cairo, Egypt

来源：

ADVANCES AND APPLICATIONS IN STATISTICS | 2012年 / 27卷 / 01期

关键词：

Normal-Laplace distribution; generalized normal-Laplace distribution; saddlepoint;

D O I：

暂无

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：

Normal-Laplace, linear combination of normal-Laplace and generalized normal-Laplace distributions has many applications specially in income and financial data. However, there are no closed forms for the distribution functions of the linear combination and generalized normal-Laplace distributions. This paper uses saddlepoint approximations to provide simple forms for the densities and distribution functions of these distributions. The efficiency of the saddlepoint method is assessed by means of simulation studies.

引用

页码：55 / 64

页数：10

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