
arXiv: 1808.01781
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.
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
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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