Sharp Error Bounds for Asymptotic Expansions of the Distribution Functions for Scale Mixtures
Sharp Error Bounds for Asymptotic Expansions of the Distribution Functions for Scale Mixtures
复制标题
尺度混合分布函数渐近展开的尖锐误差界
DOI：
10.1023/a:1003162929574
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发表时间：
1997
期刊：
影响因子：
--
通讯作者：
Y. Fujikoshi
中科院分区：
文献类型：
--
作者：
R. Shimizu;Y. Fujikoshi
Let Z be a random variable with the distribution function G(x) and let s be a positive random variable independent of Z. The distribution function F(x) of the scale mixture X = sZ is expanded around G(x) and the difference between F(x) and its expansion is evaluated in terms of a quantity depending only on G and the moments of the powers of the variable of the form sδ/gr - 1, where ρ(> 0) and δ(= ±1) are parameters indicating the types of expansion. For δ = -1, the bound is sharp under some extra conditions. Sharp bounds for errors of the approximations of the scale mixture of the standard normal and some gamma distributions are given either by analysis (δ = -1) or by numerical computation (δ = 1).
