Uniform error bounds for a continuous approximation of non-negative random variables
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Publication:453280
DOI10.3150/09-BEJ209zbMATH Open1248.60025arXiv1010.2066MaRDI QIDQ453280FDOQ453280
Authors: C. Sangüesa 
Publication date: 19 September 2012
Published in: Bernoulli (Search for Journal in Brave)
Abstract: In this work, we deal with approximations for distribution functions of non-negative random variables. More specifically, we construct continuous approximants using an acceleration technique over a well-know inversion formula for Laplace transforms. We give uniform error bounds using a representation of these approximations in terms of gamma-type operators. We apply our results to certain mixtures of Erlang distributions which contain the class of continuous phase-type distributions.
Full work available at URL: https://arxiv.org/abs/1010.2066
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- scientific article; zbMATH DE number 503466
Characteristic functions; other transforms (60E10) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17)
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Cited In (10)
- On the minimal value in Maier's property concerning phase-type distributions
- Error estimate for uniform approximation by Lagrange-Sturm-Liouville processes
- Error bounds in approximations of random sums using gamma-type operators
- Explicit bounds for the approximation error in Benford's law
- Title not available (Why is that?)
- Approximating Matrix-Exponential Distributions by Global Randomization
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- An optimal (ϵ,δ)‐randomized approximation scheme for the mean of random variables with bounded relative variance
- New uniform parametric error bounds
- On the approximation of functions satisfying defective renewal equations
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