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A note on recovering the distributions from exponential moments
The problem of recovering a cumulative distribution function of a positive random variable via the scaled Laplace transform inversion is studied. The uniform upper bound of proposed approximation is derived. The approximation of a compound Poisson distribution as well as the estimation of a distribu...
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| Udgivet i: | Appl Math Comput |
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| Main Authors: | , |
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
2013
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| Fag: | |
| Online adgang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4605872/ https://ncbi.nlm.nih.gov/pubmed/26478636 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.amc.2013.02.057 |
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