On approximation and estimation of distribution function of sum of independent random variables

DOI10.1007/S00362-023-01413-4MaRDI QIDQ6579384zbMATH OpenFDO

Authors N. N. Midhu, Isha Dewan, Kumar Kattumannil Sudheesh, E. P. Sreedevi

Publication date 25 July 2024

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00362-023-01413-4

zbMATH Keywords

convolutiondistribution functionexact distributionnonparametric estimationreliability function

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Approximations to statistical distributions (nonasymptotic) (62E17) Nonparametric estimation (62G05) Reliability and life testing (62N05)

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Cites work

• A note on the sum of uniform random variables
• A saddlepoint approximation to the distribution of the sum of independent non‐identically beta random variables
• Estimating Densities of Functions of Observations
• Estimation of sums of random variables: examples and information bounds
• On the class of Erlang mixtures with risk theoretic applications
• On the distribution of the sum of independent uniform random variables
• On the distribution-free confidence intervals and universal bounds for quantiles based on joint records
• On the estimation of the marginal density of a moving average process
• Queueing Networks and Markov Chains
• Reliability bounds for multistage structures with independent components
• The distribution of the sum of independent gamma random variables

Cited in

(3)

• Estimation for the convolution of several multidimensional densities
• A note on an approximation and estimation of distribution function of difference of random variables
• Nonparametric estimation of distribution functions: two-measurement problem

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