About the Stein equation for the generalized inverse Gaussian and Kummer distributions - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue ESAIM: Probability and Statistics Année : 2020

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

Résumé

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.
Fichier principal
Vignette du fichier
ps180084.pdf (423.3 Ko) Télécharger le fichier
Origine : Publication financée par une institution
Loading...

Dates et versions

hal-02989004 , version 1 (05-11-2020)

Identifiants

Citer

Essomanda Konzou, Angelo Efoevi Koudou. About the Stein equation for the generalized inverse Gaussian and Kummer distributions. ESAIM: Probability and Statistics, 2020, 24, pp.607-626. ⟨10.1051/ps/2020009⟩. ⟨hal-02989004⟩
41 Consultations
82 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More