Asymptotic expansions of probability distributions
نویسندگان
چکیده
منابع مشابه
Asymptotic probability distributions of some permutation statistics
We present in this work results on some distributions of permutation statistics of random elements of the wreath product Gr,n = Cr ! Sn. We consider the distribution of the descent number, the flag major index, the excedance, and the number of fixed points, over the whole group Gr,n or over the subclasses of derangements and involutions. We compute the mean, variance and moment generating funct...
متن کاملAsymptotic estimates of elementary probability distributions
Several new asymptotic estimates (with precise error bounds) are derived for Poisson and binomial distributions as the parameters tend to infinity. The analytic methods used are also applicable to other discrete distribution functions. AMS 1991 Mathematical Subject Classification: 60A99 33B20.
متن کاملAsymptotic expansions for distributions of extremes from generalized Maxwell distribution
In this paper, with optimal normalized constants, the asymptotic expansions of the distribution of the normalized maxima from generalized Maxwell distribution is derived. It shows that the convergence rate of the normalized maxima to the Gumbel extreme value distribution is proportional to 1/ log n.
متن کاملON CERTAm TYPES OF ASYMPTOTIC EQUIVALENCE OF REAL PROBABILITY DISTRIBUTIONS
Sadao Ikeda University of North Carolina Institute of Statistics~oSeries No. 455 Decemb.er,J..965 Con'tents Summary and 5.ntroduction 1. Definition of four types of asymptotic equivalence 2. Pr~erties of four types of asymptotic equivalence 3. Asymptotic independence of a set of random variables 4. Some classes of transformations of random variables pteserving the asymptotic equivalence in the ...
متن کاملAsymptotic Expansions
Asymptotic expansions of functions are useful in statistics in three main ways. Firstly, conventional asymptotic expansions of special functions are useful for approximate computation of integrals arising in statistical calculations. An example given below is the use of Stirling's approximation to the gamma function. Second, asymptotic expansions of density or distribution functions of estimato...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Lietuvos matematikos rinkinys
سال: 2009
ISSN: 2335-898X,0132-2818
DOI: 10.15388/lmr.b.2009.72