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 20:13 |
| Last Modified: | 18 Jan 2018 17:29 |
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