On bounds for the mode and median of the generalized hyperbolic and related distributions
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Publication:2208273
DOI10.1016/j.jmaa.2020.124508zbMath1466.60024arXiv2002.01884WikidataQ115570237 ScholiaQ115570237MaRDI QIDQ2208273
Robert E. Gaunt, Milan J. Merkle
Publication date: 23 October 2020
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.01884
inequality; median; mode; generalized hyperbolic distribution; variance-gamma distribution; McKay type I distribution
60E05: Probability distributions: general theory
33C10: Bessel and Airy functions, cylinder functions, ({}_0F_1)
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