Approximations of the cumulative distribution function for infinite weighted sum of random variables
DOI10.1016/J.SPL.2019.108567zbMATH Open1460.62026OpenAlexW2967049834MaRDI QIDQ2273733FDOQ2273733
Authors: Yanyan Li 
Publication date: 25 September 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2019.108567
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Cited In (5)
- A comparison of efficient approximations for a weighted sum of chi-squared random variables
- Approximating a Cumulative Distribution Function by Generalized Hyperexponential Distributions
- Cornish-Fisher expansions for functionals of the weighted partial sum empirical distribution
- Technical note -- On matrix exponential differentiation with application to weighted sum distributions
- Approximated distributions of the weighted sum of correlated chi-squared random variables
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