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Global approximations for the γ-order Lognormal distribution

Thomas L. Toulias (2013)

Discussiones Mathematicae Probability and Statistics

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.

Goodness of fit tests with weights in the classes based on ( h , φ ) -divergences

Elena Landaburu, Leandro Pardo (2000)

Kybernetika

The aim of the paper is to present a test of goodness of fit with weigths in the classes based on weighted h , φ -divergences. This family of divergences generalizes in some sense the previous weighted divergences studied by Frank et al [frank] and Kapur [kapur]. The weighted h , φ -divergence between an empirical distribution and a fixed distribution is here investigated for large simple random samples, and the asymptotic distributions are shown to be either normal or equal to the distribution of a linear...

Grüss-type bounds for covariances and the notion of quadrant dependence in expectation

Martín Egozcue, Luis García, Wing-Keung Wong, Ričardas Zitikis (2011)

Open Mathematics

We show that Grüss-type probabilistic inequalities for covariances can be considerably sharpened when the underlying random variables are quadrant dependent in expectation (QDE). The herein established covariance bounds not only sharpen the classical Grüss inequality but also improve upon recently derived Grüss-type bounds under the assumption of quadrant dependency (QD), which is stronger than QDE. We illustrate our general results with examples based on specially devised bivariate distributions...

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