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ESAIM Probability and Statistics
Article . 2020 . Peer-reviewed
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ESAIM Probability and Statistics
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https://dx.doi.org/10.48550/ar...
Article . 2018
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About the Stein equation for the generalized inverse Gaussian and Kummer distributions

Authors: Konzou, Essomanda; Koudou, Angelo Efoevi;

About the Stein equation for the generalized inverse Gaussian and Kummer distributions

Abstract

We observe that the density of the Kummer distribution satisfies a certain differential equation, leading to a Stein characterization of this distribution and to a solution of the related Stein equation. A bound is derived for the solution and for its first and second derivatives. To provide a bound for the solution we partly use the same framework as in Gaunt 2017 [Stein, ESAIM: PS 21 (2017) 303–316] in the case of the generalized inverse Gaussian distribution, which we revisit by correcting a minor error. We also bound the first and second derivatives of the Stein equation in the latter case.

Country
France
Keywords

Stein characterization, Probability (math.PR), Kummer distribution, FOS: Mathematics, Central limit and other weak theorems, Probability distributions: general theory, Mathematics - Statistics Theory, Statistics Theory (math.ST), generalized inverse Gaussian distribution, Mathematics - Probability

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
Average
Green
hybrid