On the cumulative distribution function of the variance-gamma distribution
Fuente:
arXiv
Saved in:
| Main Author: | Gaunt, Robert E. |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
The distribution of the product of independent variance-gamma random variables
by: Gaunt, Robert E., et al.
Published: (2024)
by: Gaunt, Robert E., et al.
Published: (2024)
The variance-gamma product distribution
by: Gaunt, Robert E., et al.
Published: (2025)
by: Gaunt, Robert E., et al.
Published: (2025)
On the product of correlated normal random variables and the noncentral chi-square difference distribution
by: Gaunt, Robert E.
Published: (2024)
by: Gaunt, Robert E.
Published: (2024)
Absolute moments of the variance-gamma distribution
by: Gaunt, Robert E.
Published: (2024)
by: Gaunt, Robert E.
Published: (2024)
A Stein characterisation of the distribution of the product of correlated normal random variables
by: Gaunt, Robert E., et al.
Published: (2024)
by: Gaunt, Robert E., et al.
Published: (2024)
Asymptotic approximations for the distribution of the product of correlated normal random variables
by: Gaunt, Robert E., et al.
Published: (2023)
by: Gaunt, Robert E., et al.
Published: (2023)
Asymptotic expansions relating to the distribution of the product of correlated normal random variables
by: Gaunt, Robert E., et al.
Published: (2024)
by: Gaunt, Robert E., et al.
Published: (2024)
The distribution of the ratio of products of independent zero mean normal random variables
by: Gaunt, Robert E., et al.
Published: (2026)
by: Gaunt, Robert E., et al.
Published: (2026)
The non-central gamma sum and difference distributions: exact distribution and asymptotic expansions
by: Gaunt, Robert E., et al.
Published: (2026)
by: Gaunt, Robert E., et al.
Published: (2026)
Infinite Divisibility of the Product of Two Correlated Normal Random Variables and Exact Distribution of the Sample Mean
by: Gaunt, Robert E., et al.
Published: (2024)
by: Gaunt, Robert E., et al.
Published: (2024)
Linear combination of bilateral gamma random variables: distributional theory and approximations
by: Barman, Kalyan, et al.
Published: (2026)
by: Barman, Kalyan, et al.
Published: (2026)
On the characteristic function of the asymmetric Student's $t$-distribution and an integral involving the sine function
by: Gaunt, Robert E.
Published: (2026)
by: Gaunt, Robert E.
Published: (2026)
Stein's method for the matrix normal distribution
by: Gaunt, Robert E., et al.
Published: (2026)
by: Gaunt, Robert E., et al.
Published: (2026)
Approximations for the number of maxima and near-maxima in independent data
by: Daly, Fraser
Published: (2025)
by: Daly, Fraser
Published: (2025)
Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings
by: Daly, Fraser
Published: (2020)
by: Daly, Fraser
Published: (2020)
Biasing with an independent increment: Gaussian approximations and proximity of Poisson mixtures
by: Daly, Fraser
Published: (2025)
by: Daly, Fraser
Published: (2025)
A probabilistic proof of some integral formulas involving incomplete gamma functions
by: Gaunt, Robert E.
Published: (2023)
by: Gaunt, Robert E.
Published: (2023)
Failure Rate Properties of Parallel Systems
by: Arab, Idir, et al.
Published: (2018)
by: Arab, Idir, et al.
Published: (2018)
Extremal negative dependence and the strongly Rayleigh property
by: Cossette, Hélène, et al.
Published: (2025)
by: Cossette, Hélène, et al.
Published: (2025)
Stochastic Ordering of Dependent Systems under Transformation Models and Archimedean Copulas
by: Arab, Idir, et al.
Published: (2026)
by: Arab, Idir, et al.
Published: (2026)
Comparison results for positive supermodular dependent Markov tree distributions
by: Ansari, Jonathan, et al.
Published: (2024)
by: Ansari, Jonathan, et al.
Published: (2024)
Convolution of a symmetric log-concave distribution and a symmetric bimodal distribution can have any number of modes
by: Arnal, Charles
Published: (2021)
by: Arnal, Charles
Published: (2021)
Complete corrected formula for generating functions of the hypergeometric distribution
by: Yamamoto, Ken
Published: (2024)
by: Yamamoto, Ken
Published: (2024)
Central and noncentral moments of the multivariate hypergeometric distribution
by: Ouimet, Frédéric
Published: (2024)
by: Ouimet, Frédéric
Published: (2024)
Mixed Poisson families with real-valued mixing distributions
by: Townes, F. William
Published: (2024)
by: Townes, F. William
Published: (2024)
Median Based Unit Weibull (MBUW): a new unit distribution Properties
by: Attia, Iman Mohammed
Published: (2024)
by: Attia, Iman Mohammed
Published: (2024)
On Stein's method for stochastically monotone single-birth chains
by: Daly, Fraser
Published: (2022)
by: Daly, Fraser
Published: (2022)
Covariance Identities and Variance Bounds for Infinitely Divisible Random Variables and Their Applications
by: Barman, Kalyan, et al.
Published: (2024)
by: Barman, Kalyan, et al.
Published: (2024)
Sub-Poisson distributions: Concentration inequalities, optimal variance proxies, and closure properties
by: Leskelä, Lasse, et al.
Published: (2025)
by: Leskelä, Lasse, et al.
Published: (2025)
Stein's method for asymmetric Laplace approximation
by: Daly, Fraser, et al.
Published: (2025)
by: Daly, Fraser, et al.
Published: (2025)
Stochastic comparisons, differential entropy and varentropy for distributions induced by probability density functions
by: Di Crescenzo, Antonio, et al.
Published: (2021)
by: Di Crescenzo, Antonio, et al.
Published: (2021)
An integral over $(0,π)$ for the distribution function of a sum of independent gamma random variables and for quadratic forms of Gaussian variables
by: Royen, Thomas
Published: (2024)
by: Royen, Thomas
Published: (2024)
On a power series distribution with mean parameterization
by: Volkov, Oleksandr, et al.
Published: (2025)
by: Volkov, Oleksandr, et al.
Published: (2025)
A completion of counterexamples to the classical central limit theorem for pair- and triplewise independent and identically distributed random variables
by: Raič, Martin
Published: (2025)
by: Raič, Martin
Published: (2025)
Upper and lower bounds on TVD and KLD between centered elliptical distributions in high-dimensional setting
by: Pavel, Ievlev, et al.
Published: (2025)
by: Pavel, Ievlev, et al.
Published: (2025)
Fast exact simulation of the first passage of a tempered stable subordinator across a non-increasing function
by: Cázares, Jorge Ignacio González, et al.
Published: (2023)
by: Cázares, Jorge Ignacio González, et al.
Published: (2023)
On generating functions of Hausdorff moment sequences
by: Liu, Jian-Guo, et al.
Published: (2014)
by: Liu, Jian-Guo, et al.
Published: (2014)
A note on the maximum probability of ultra log-concave distributions
by: Aravinda, Heshan
Published: (2025)
by: Aravinda, Heshan
Published: (2025)
The Gaussian central limit theorem for a stationary time series with infinite variance
by: Matsui, Muneya, et al.
Published: (2025)
by: Matsui, Muneya, et al.
Published: (2025)
On count data models based on Bernstein functions or their inverses
by: D'Onofrio, G., et al.
Published: (2024)
by: D'Onofrio, G., et al.
Published: (2024)
Similar Items
-
The distribution of the product of independent variance-gamma random variables
by: Gaunt, Robert E., et al.
Published: (2024) -
The variance-gamma product distribution
by: Gaunt, Robert E., et al.
Published: (2025) -
On the product of correlated normal random variables and the noncentral chi-square difference distribution
by: Gaunt, Robert E.
Published: (2024) -
Absolute moments of the variance-gamma distribution
by: Gaunt, Robert E.
Published: (2024) -
A Stein characterisation of the distribution of the product of correlated normal random variables
by: Gaunt, Robert E., et al.
Published: (2024)