On the accuracy of approximation of the negative binomial distribution by the gamma distribution and convergence rate of the distributions of some statistics to the Student distribution (Q493858)
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English | On the accuracy of approximation of the negative binomial distribution by the gamma distribution and convergence rate of the distributions of some statistics to the Student distribution |
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On the accuracy of approximation of the negative binomial distribution by the gamma distribution and convergence rate of the distributions of some statistics to the Student distribution (English)
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4 September 2015
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The main result here is a non-uniform bound on the difference between the distribution functions of a negative binomial and a gamma random variable. The authors go on to consider the case of asymptotically normally distributed statistics, based on a sample whose size has a negative binomial distribution. Explicit rates of convergence of such statistics to Student's \(t\)-distribution are given.
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negative binomial distribution
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gamma distribution
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Student's \(t\)-distribution
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