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A Note On The Estimate Of Gamma Distribution

Posted on:2011-04-09Degree:MasterType:Thesis
Country:ChinaCandidate:Y WangFull Text:PDF
GTID:2120330332461062Subject:Financial Mathematics and Actuarial
Abstract/Summary:PDF Full Text Request
The lower and upper estimates with explicit coefficients for Gamma distribution are given. Furthermore, using these estimates, the estimates of spherically symmetric distri-bution and ellipsoidal distribution are obtained.The paper is arranged as follow. In section 1, we give the asymptotic estimates for Gamma ratio. Furthermore, some lower and upper estimates with explicit coefficients for Gamma ratio in every different interval are obtained. In section 2, applying the result of Gamma ratio, the lower and upper bounds of spherically symmetric distribution and ellipsoidal distribution are given. In section 3, we give the lower and upper bound of conditional normal distribution.
Keywords/Search Tags:Gamma distribution, Ellipsoidal distribution, Spherically symmetric distribution
PDF Full Text Request
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