Global approximations for the γ-order Lognormal distribution

Thomas L. Toulias

Discussiones Mathematicae Probability and Statistics (2013)

  • Volume: 33, Issue: 1-2, page 99-110
  • ISSN: 1509-9423

Abstract

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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.

How to cite

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Thomas L. Toulias. "Global approximations for the γ-order Lognormal distribution." Discussiones Mathematicae Probability and Statistics 33.1-2 (2013): 99-110. <http://eudml.org/doc/271047>.

@article{ThomasL2013,
abstract = {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.},
author = {Thomas L. Toulias},
journal = {Discussiones Mathematicae Probability and Statistics},
keywords = {cumulative distribution function; γ-order Lognormal distribution; global Padé approximation; -order lognormal distribution},
language = {eng},
number = {1-2},
pages = {99-110},
title = {Global approximations for the γ-order Lognormal distribution},
url = {http://eudml.org/doc/271047},
volume = {33},
year = {2013},
}

TY - JOUR
AU - Thomas L. Toulias
TI - Global approximations for the γ-order Lognormal distribution
JO - Discussiones Mathematicae Probability and Statistics
PY - 2013
VL - 33
IS - 1-2
SP - 99
EP - 110
AB - 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.
LA - eng
KW - cumulative distribution function; γ-order Lognormal distribution; global Padé approximation; -order lognormal distribution
UR - http://eudml.org/doc/271047
ER -

References

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  9. [9] C.P. Kitsos, T.L. Toulias and C.P. Trandafir, On the multivariate γ-ordered normal distribution, Far East J. of Theoretical Statistics 38 (2012) 49-73. Zbl1252.60020
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  13. [13] T.L. Toulias and C.P. Kitsos, On the generalized Lognormal distribution, J. Prob. and Stat. (2013) 1-16. doi: 10.1155/2013/432642. Zbl1273.62035

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