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Uniforms Error Bounds in Continuous Approximations of Nonnegative Random Variables Using Laplace Transforms

Title:

Uniforms Error Bounds in Continuous Approximations of Nonnegative Random Variables Using Laplace Transforms

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
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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