In general it is impossible to obtain analytical expressions for the
n-fold convolution F
n of a distribution function F. Existence of bounds for
F
n is of great value. In this study some bounds for F
n are given with the help
of the probability integral transformation when F is concave or log-concave.
Primary Language | English |
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Journal Section | Research Articles |
Authors | |
Publication Date | August 1, 2007 |
Published in Issue | Year 2007 Volume: 56 Issue: 2 |
Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics.
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