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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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)|
|Series Name:||Department of Mathematics & Statistics. Technical Report No. 1/08|
|Corporate Authors:||Concordia University. Department of Mathematics & Statistics|
|Keywords:||Uniform distance; Laplace transform; gamma distribution; phase-type distribution|
|Deposited By:||DIANE MICHAUD|
|Deposited On:||03 Jun 2010 16:13|
|Last Modified:||08 Dec 2010 18:20|
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