Expansions in Appell polynomials of the convolutions of probability distributions
Peržiūrėti/ Atidaryti
Data
2013Autorius
Bikelis, Algimantas Jonas
Padvelskis, Kazimieras
Metaduomenys
Rodyti detalų aprašąSantrauka
We use the composition method to analyse the convolutions of probability distributions by emploing the Appell polynomials and Bergström identity. Our approximation is based on the probability distributions which have the inverse generalized measure of bounded variation. The idea to use the accompanying probability distribution [....], was first proposed by B.V. Gnedenko.