On the Accuracy of the Generalized Gamma Approximation to Generalized Negative Binomial Random Sums

On the Accuracy of the Generalized Gamma Approximation to Generalized Negative Binomial Random Sums

We investigate the proximity in terms of zeta-structured metrics of generalized negative binomial random sums to generalized gamma distribution with the corresponding parameters, extending thus the zeta-structured estimates of the rate of convergence in the Rényi theorem. In particular, we derive up...

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Bibliographic Details
Main Authors: Irina Shevtsova, Mikhail Tselishchev
Format: Article
Language:English
Published: MDPI AG 2021-07-01
Series:Mathematics
Subjects:
Rényi theorem
law of large numbers
Kantorovich distance
Kolmogorov metric
zeta-structured metrics
geometric random sum
Online Access:https://www.mdpi.com/2227-7390/9/13/1571

Internet

https://www.mdpi.com/2227-7390/9/13/1571

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