Sangüesa, Carmen (2008) *Uniforms Error Bounds in Continuous Approximations of Nonnegative Random Variables Using Laplace Transforms.* Technical Report. Concordia University. Department of Mathematics & Statistics, Montreal, Quebec.

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## Abstract

In this work we deal with approximations for distribution functions of nonnegative 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.

Divisions: | Concordia University > Faculty of Arts and Science > Mathematics and Statistics |
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Item Type: | Monograph (Technical Report) |

Authors: | Sangüesa, Carmen |

Series Name: | Department of Mathematics & Statistics. Technical Report No. 1/08 |

Corporate Authors: | Concordia University. Department of Mathematics & Statistics |

Institution: | Concordia University |

Date: | January 2008 |

Keywords: | Uniform distance; Laplace transform; gamma distribution; phase-type distribution |

ID Code: | 6684 |

Deposited By: | DIANE MICHAUD |

Deposited On: | 03 Jun 2010 16:13 |

Last Modified: | 08 Dec 2010 18:20 |

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