Approximate finite forms for the cases not covered by the finite representation approach

Carlos A. Coelho, Barry C. Arnold

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

In this chapter the authors set the guidelines to approach cases not covered by the finite form representations studied in the book, give new Mellin inversion formulas for both the p.d.f. and the c.d.f., and develop sharp upper bounds on the difference between the exact and approximate representations for the Meijer G functions as well as for the differences between the exact and approximate p.d.f.’s and c.d.f.’s of the product of independent Beta r.v.’s.

Original languageEnglish
Title of host publicationFinite Form Representations for Meijer G and Fox H Functions
Place of PublicationCham
PublisherSpringer
Pages491-505
Number of pages15
ISBN (Electronic)978-3-030-28790-0
ISBN (Print)978-3-030-28789-4
DOIs
Publication statusPublished - 2019

Publication series

NameLecture Notes in Statistics
PublisherSpringer
Volume223
ISSN (Print)0930-0325
ISSN (Electronic)2197-7186

Keywords

  • Alternative approaches
  • Near-exact distributions
  • Other cases
  • Simulation

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  • Cite this

    Coelho, C. A., & Arnold, B. C. (2019). Approximate finite forms for the cases not covered by the finite representation approach. In Finite Form Representations for Meijer G and Fox H Functions (pp. 491-505). (Lecture Notes in Statistics; Vol. 223). Cham: Springer. https://doi.org/10.1007/978-3-030-28790-0_7