On approximation and estimation of distribution function of sum of independent random variables

DOI10.1007/S00362-023-01413-4MaRDI QIDQ6579384zbMATH OpenFDO

Authors N. N. Midhu, Isha Dewan, Kumar Kattumannil Sudheesh, E. P. Sreedevi

Publication date 25 July 2024

Published in Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

nonparametric estimationconvolutiondistribution functionexact distributionreliability function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Reliability and life testing (62N05) Approximations to statistical distributions (nonasymptotic) (62E17) Sums of independent random variables; random walks (60G50)

Recommendations

• scientific article; zbMATH DE number 3936094
• scientific article; zbMATH DE number 3850275
• Estimating and validating the cumulative distribution of a function of random variables: Toward the development of distribution arithmetic
• scientific article; zbMATH DE number 3996749
• scientific article; zbMATH DE number 3960656

Cites work

• A note on the sum of uniform random variables
• A saddlepoint approximation to the distribution of the sum of independent non‐identically beta random variables
• Estimating Densities of Functions of Observations
• Estimation of sums of random variables: examples and information bounds
• On the class of Erlang mixtures with risk theoretic applications
• On the distribution of the sum of independent uniform random variables
• On the distribution-free confidence intervals and universal bounds for quantiles based on joint records
• On the estimation of the marginal density of a moving average process
• Queueing Networks and Markov Chains
• Reliability bounds for multistage structures with independent components
• The distribution of the sum of independent gamma random variables

This page was built for publication: On approximation and estimation of distribution function of sum of independent random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6579384)