SOME BOUNDS FOR THE n-FOLD CONVOLUTION OF CONCAVE AND LOG-CONCAVE DISTRIBUTION FUNCTIONS
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.
Keywords:
Convolution, concave df log-concave df,
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- ISSN: 1303-5991
- Yayın Aralığı: Yılda 4 Sayı
- Başlangıç: 1948
- Yayıncı: Ankara Üniversitesi