Global approximations for the γ-order Lognormal distribution
Discussiones Mathematicae. Probability and Statistics, Tome 33 (2013) no. 1-2, pp. 99-110
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A generalized form of the usual Lognormal distribution, denoted with _γ, is introduced through the γ-order Normal distribution _γ, with its p.d.f. defined into (0,+∞). The study of the c.d.f. of _γ is focused on a heuristic method that provides global approximations with two anchor points, at zero and at infinity. Also evaluations are provided while certain bounds are obtained.
Keywords:
cumulative distribution function, γ-order Lognormal distribution, global Padé approximation
@article{DMPS_2013_33_1-2_a6,
author = {Toulias, Thomas},
title = {Global approximations for the \ensuremath{\gamma}-order {Lognormal} distribution},
journal = {Discussiones Mathematicae. Probability and Statistics},
pages = {99--110},
publisher = {mathdoc},
volume = {33},
number = {1-2},
year = {2013},
language = {en},
url = {http://geodesic.mathdoc.fr/item/DMPS_2013_33_1-2_a6/}
}
TY - JOUR AU - Toulias, Thomas TI - Global approximations for the γ-order Lognormal distribution JO - Discussiones Mathematicae. Probability and Statistics PY - 2013 SP - 99 EP - 110 VL - 33 IS - 1-2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/DMPS_2013_33_1-2_a6/ LA - en ID - DMPS_2013_33_1-2_a6 ER -
Toulias, Thomas. Global approximations for the γ-order Lognormal distribution. Discussiones Mathematicae. Probability and Statistics, Tome 33 (2013) no. 1-2, pp. 99-110. http://geodesic.mathdoc.fr/item/DMPS_2013_33_1-2_a6/