Moment-based approximations of distributions using mixtures: Theory and applications

DOI10.1023/A:1004105603806MaRDI QIDQ1585883zbMATHOpenAlexFDO

Authors Bruce G. Lindsay, Ramani S. Pilla, Prasanta Basak

Publication date 2 May 2001

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1004105603806

zbMATH Keywords

tail probabilitycumulative distribution functionmixture distributioncumulantsmoment matrixgamma mixturesp-point mixtureweighted sums of chi-squares

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Approximations to statistical distributions (nonasymptotic) (62E17)

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