A uniform approximation to the sampling distribution of the coefficient of variation

DOI10.1016/0167-7152(94)00182-8zbMath0837.62021OpenAlexW1963651659MaRDI QIDQ1903173

Werner Hürlimann

Publication date: 20 May 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00182-8

zbMATH Keywords

approximationcoefficient of variationsampling distributionuniform error boundnormal populationstop-loss error functionexact sampling densitynormal momentnormal stop- loss moment

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites Work

• Error bounds for the compound Poisson approximation
• Negative claim amounts, Bessel functions, linear programming and Miller's algorithm
• Some inequalities for moments and coefficients of variation for a large class of probability functions
• Approximation of sums by compound Poisson distributions with respect to stop-loss distances
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